Hailiang Yang
Finance · 2001–2017
A researcher in the Science corpus: 19 papers; trusts 33 researchers and is trusted by 41 researchers here, as inferred from the citation graph.
Subfields
- Finance — 73 citations into it; #2,547 of 10,518 by trust here, #3,142 by citations
- Management Science and Operations Research — 63 citations into it; #814 of 11,946 by trust here, #869 by citations
- Demography — 61 citations into it; #292 of 4,236 by trust here, #365 by citations
- Economics and Econometrics — 35 citations into it; #3,823 of 23,481 by trust here, #5,925 by citations
- Statistics and Probability — 18 citations into it; #4,103 of 12,932 by trust here, #5,857 by citations
- Mathematical Physics — 8 citations into it; #5,158 of 8,562 by trust here, #3,828 by citations
- Management Information Systems — 6 citations into it
Whom Hailiang Yang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Mary R. Hardy
- Søren Asmussen
- Andreas E. Kyprianou
- Hansjörg Albrecher *
- Hans U. Gerber
- Serena Tiong
- Hanspeter Schmidli
- Robert F. Engle
- Daniel B. Nelson
- Hangsuck Lee
Who trusts Hailiang Yang overall
- Kam Chuen Yuen
- Zhibin Liang
- Yan Zeng
- Jun Cai
- Xiang Lin
- Zhongfei Li
- José Garrido
- Shuanming Li
- Chuancun Yin
- Miljenko Huzak
Papers from Hailiang Yang's perspective
Ordered by how strongly the researchers Hailiang Yang trusts endorse each paper. Same corpus, a different order for every researcher.
- Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- The compound Poisson risk model with a threshold dividend strategy
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
- Valuing Equity-Indexed Annuities
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- On a Classical Risk Model with a Constant Dividend Barrier
- Smoothness of scale functions for spectrally negative Lévy processes
Their papers
- Spectrally negative Lévy processes with applications in risk theory (2001) — 57 citations
- Precise large deviations for sums of random variables with consistently varying tails (2004) — 122 citations
- Optimal investment for insurer with jump-diffusion risk process (2005) — 330 citations
- The Omega model: from bankruptcy to occupation times in the red (2012) — 61 citations
- Some results on ruin probabilities in a two-dimensional risk model (2003) — 108 citations
- Optimal Investment for an Insurer to Minimize Its Probability of Ruin (2004) — 133 citations
- Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest (2006) — 83 citations
- Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (2007) — 65 citations
- Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model (2008) — 149 citations
- On the joint distribution of surplus before and after ruin under a Markovian regime switching model (2006) — 53 citations
- Pricing Annuity Guarantees Under a Regime-Switching Model (2009) — 76 citations
- Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (2017) — 71 citations
- Valuing equity-linked death benefits in jump diffusion models (2013) — 59 citations
- Valuing equity-linked death benefits and other contingent options: A discounted density approach (2012) — 70 citations
- Pricing currency options under two-factor Markov-modulated stochastic volatility models (2008) — 79 citations
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (2006) — 97 citations
- Mathematical and Economic Theory of Road Pricing (2005) — 413 citations
- On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach (2004) — 121 citations
- MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE MODEL WITH CONSTANT INTEREST RATE (2003) — 48 citations