All Stories

  1. Approximation of Optimal Ergodic Dividend Strategies Using Controlled Markov Chains

    Article • IET Control Theory and Applications, August 2018, the Institution of Engineering and Technology (the IET)

    Professor Hailiang Yang

  2. Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps

    Article • Scandinavian Actuarial Journal, April 2017, Taylor & Francis

    Professor Hailiang Yang

  3. Optimal Dividend and Reinsurance Strategies with Financing and Liquidation Value

    Article • Astin Bulletin, January 2016, Cambridge University Press

    Professor Hailiang Yang

  4. VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK

    Article • Astin Bulletin, January 2015, Cambridge University Press

    Professor Hailiang Yang