Yi Lu

Management Science and Operations Research · with Li · 2005–2018

A researcher in the Science corpus: 4 papers; trusts 12 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 16 citations into it; #9,753 of 11,946 by trust here, #9,931 by citations
• Demography — 15 citations into it; #3,063 of 4,236 by trust here, #3,433 by citations
• Finance — 13 citations into it; #10,418 of 10,518 by trust here, #9,371 by citations
• Statistics and Probability — 7 citations into it; #11,788 of 12,932 by trust here, #12,603 by citations

Whom Yi Lu trusts overall

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

1. Shuanming Li
2. H. Asa
3. Hans U. Gerber
4. D. Dickson
5. Hansjörg Albrecher *
6. A. Ng
7. Hailiang Yang
8. Elias S. W. Shiu Asa
9. X. Lin
10. José Garrido

Who trusts Yi Lu overall

1. Shuanming Li
2. Robert J. R. Elliott

Papers from Yi Lu's perspective

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

1. Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
2. On the discounted penalty function in a Markov-dependent risk model
3. A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (ASTIN Bulletin: The Journal of the International Actuarial Association)
4. On the probability of ruin in a Markov-modulated risk model
5. Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
6. On optimal dividends: From reflection to refraction
7. On Optimal Dividend Strategies In The Compound Poisson Model
8. Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
9. On the joint distribution of surplus before and after ruin under a Markovian regime switching model
10. On the time to ruin for Erlang(2) risk processes

Their papers

• On the probability of ruin in a Markov-modulated risk model (2005) — 65 citations
• Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (2007) — 59 citations
• Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (2018) — 55 citations
• The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (2008) — 51 citations