Yang, Hailiang

Yang, Hailiang

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Title	Hits	Visitors	Downloads
A Partial differential equation approach to multivariate risk theory	2	1	0
Optimal portfolio in a continuous-time self-exciting threshold model	9	6	0
Optimal surrender strategies for equity-indexed annuity investors with partial information	0	0	0
On the optimal dividend strategy in a regime-switching diffusion model	15	14	0
Asset allocation under threshold autoregressive models	36	32	0
Insurance claims modulated by a hidden marked point process	28	23	0
On a generalized form of risk measure	13	10	0
On pricing derivatives under GARCH models : a dynamic Gerber-Shiu's approach	29	26	0
On Bayesian value at risk : from linear to non-linear portfolios	34	33	0
On Bayesian mixture credibility	23	21	0
Martingale representation for contingent claims with regime switching	26	24	0
Risk and probability measures	27	25	0
Option pricing when the regime-switching risk is priced	39	28	0
On pricing derivatives under nonlinear time series models	11	9	1
Ruin theory under a generalized jump-diffusion model with regime switching	19	17	0
Option pricing under threshold autoregressive models by threshold Esscher transform	109	61	7
On valuing participating life insurance contracts with conditional heteroscedasticity	21	20	0
Pricing currency options under two-factor Markov-modulated stochastic volatility models	24	23	0
Ruin theory in a hidden Markov-modulated risk model	61	54	0
Filtering a Markov modulated random measure	60	58	4
Pricing participating products under a generalized jump-diffusion model	35	32	1

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Yang, Hailiang

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Yang, Hailiang

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