Yongzeng Lai

Finance · 2011–2013

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Yongzeng Lai trusts overall

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

  1. Huyen Pham
  2. Thaleia Zariphopoulou
  3. Holger Kraft
  4. Hans U. Gerber
  5. Lihua Bai
  6. David Promislow

Who trusts Yongzeng Lai overall

  1. Yong Zhou
  2. Zhongfei Li
  3. Yan Zeng
  4. Yang Shen

Papers from Yongzeng Lai's perspective

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

  1. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
  2. Portfolio Selection in Stochastic Environments
  3. A solution approach to valuation with unhedgeable risks (Finance and Stochastics)
  4. On reinsurance and investment for large insurance portfolios
  5. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
  6. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
  7. Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
  8. Optimal investment for an insurer with exponential utility preference
  9. Optimal investment-reinsurance policy for an insurance company with VaR constraint
  10. On optimal dividends: From reflection to refraction

Their papers