追蹤
Phillip Yam
標題
引用次數
引用次數
年份
Mean field games and mean field type control theory
A Bensoussan, J Frehse, P Yam
Springer 101, 113, 2013
9122013
Linear-quadratic mean field games
A Bensoussan, KCJ Sung, SCP Yam, SP Yung
Journal of Optimization Theory and Applications 169, 496-529, 2016
3052016
Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting
KCG Chan, SCP Yam, Z Zhang
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016
2272016
The master equation in mean field theory
A Bensoussan, J Frehse, SCP Yam
Journal de Mathématiques Pures et Appliquées 103 (6), 1441-1474, 2015
1822015
A class of non-zero-sum stochastic differential investment and reinsurance games
A Bensoussan, CC Siu, SCP Yam, H Yang
Automatica 50 (8), 2025-2037, 2014
1332014
On the interpretation of the master equation
A Bensoussan, J Frehse, SCP Yam
Stochastic Processes and their Applications 127 (7), 2093-2137, 2017
1012017
Optimal reinsurance under general law-invariant risk measures
KC Cheung, KCJ Sung, SCP Yam, SP Yung
Scandinavian Actuarial Journal 2014 (1), 72-91, 2014
1012014
Mean field games with a dominating player
A Bensoussan, MHM Chau, SCP Yam
Applied Mathematics & Optimization 74, 91-128, 2016
1002016
Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach
J Wei, KC Wong, SCP Yam, SP Yung
Insurance: Mathematics and Economics 53 (1), 281-291, 2013
832013
Time-consistent portfolio selection under short-selling prohibition: From discrete to continuous setting
A Bensoussan, KC Wong, SCP Yam, SP Yung
SIAM Journal on Financial Mathematics 5 (1), 153-190, 2014
672014
Well-posedness of mean-field type forward–backward stochastic differential equations
A Bensoussan, SCP Yam, Z Zhang
Stochastic Processes and their Applications 125 (9), 3327-3354, 2015
662015
Mean field Stackelberg games: Aggregation of delayed instructions
A Bensoussan, MHM Chau, SCP Yam
SIAM Journal on Control and Optimization 53 (4), 2237-2266, 2015
642015
Oracle, multiple robust and multipurpose calibration in a missing response problem
KCG Chan, SCP Yam
622014
Behavioral optimal insurance
KCJ Sung, SCP Yam, SP Yung, JH Zhou
Insurance: Mathematics and Economics 49 (3), 418-428, 2011
502011
Linear-quadratic mean field Stackelberg games with state and control delays
A Bensoussan, MHM Chau, Y Lai, SCP Yam
SIAM Journal on Control and Optimization 55 (4), 2748-2781, 2017
482017
A Test for the Equality of Multiple Sharpe Ratios
SP Wright, J. A., Yam, S. C. P., and Yung
Journal of Risk 16 (4), 2014
432014
Optimal proportional reinsurance and investment with regime-switching for mean–variance insurers
P Chen, SCP Yam
Insurance: Mathematics and Economics 53 (3), 871-883, 2013
422013
Control problem on space of random variables and master equation
A Bensoussan, SCP Yam
ESAIM: Control, Optimisation and Calculus of Variations 25, 10, 2019
41*2019
Valuing equity-linked death benefits in a regime-switching framework
CC Siu, SCP Yam, H Yang
ASTIN Bulletin: The Journal of the IAA 45 (2), 355-395, 2015
392015
Risk‐Minimizing Reinsurance Protection For Multivariate Risks
KC Cheung, KCJ Sung, SCP Yam
Journal of risk and insurance 81 (1), 219-236, 2014
362014
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