Yanfang Li

Demography · 2011

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yanfang Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Huyen Pham
  2. Jian-wei Gao
  3. Wendell H. Fleming

Papers from Yanfang Li's perspective

Ordered by how strongly the researchers Yanfang Li trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Controlled Markov processes and viscosity solutions
  2. Continuous-time stochastic control and optimization with financial applications / Huyen Pham
  3. The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts
  4. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
  5. Optimal investment and reinsurance of an insurer with model uncertainty
  6. Optimal portfolios for DC pension plans under a CEV model
  7. Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation
  8. Optimal control of risk exposure, reinsurance and investments for insurance portfolios
  9. Valuing American Options by Simulation: A Simple Least-Squares Approach
  10. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs

Their papers