Stability of nonlinear regime-switching jump diffusion Z Yang, G Yin Nonlinear Analysis: Theory, Methods & Applications 75 (9), 3854-3873, 2012 | 36 | 2012 |
Tontines with mixed cohorts A Chen, L Qian, Z Yang Scandinavian Actuarial Journal 2021 (5), 437-455, 2021 | 13 | 2021 |
Stability of numerical methods for jump diffusions and Markovian switching jump diffusions Z Yang, G Yin, H Li Journal of computational and applied mathematics 275, 197-212, 2015 | 12 | 2015 |
Mean-Variance Type Controls Involving a Hidden Markov Chain: Models and Numerical Approximation Z Yang, G Yin, Q Zhang IMA Journal of Mathematical Control and Information, 2014 | 12 | 2014 |
A genetic algorithm for investment–consumption optimization with value-at-risk constraint and information-processing cost Z Jin, Z Yang, Q Yuan Risks 7 (1), 32, 2019 | 8 | 2019 |
On the performance of a hybrid genetic algorithm in dynamic environments Q Yuan, Z Yang Applied Mathematics and Computation 219 (24), 11408-11413, 2013 | 8 | 2013 |
Recognizing generalized pockets for optimizing machining time in process planningPart 2 Z Yang, A Jonej, S Zhu International Journal of Production Research 39 (16), 3601-3621, 2001 | 7 | 2001 |
Valuation of risk-based premium of DB pension plan with terminations L Qian, Y Shen, W Wang, Z Yang Insurance: Mathematics and Economics 86, 51-63, 2019 | 6 | 2019 |
Near-optimal mean–variance controls under two-time-scale formulations and applications Z Yang, G Yin, LY Wang, H Zhang Stochastics 85 (4), 723-741, 2013 | 6 | 2013 |
A weight-coded evolutionary algorithm for the multidimensional knapsack problem Q Yuan, Z Yang arXiv preprint arXiv:1302.5374, 2013 | 6 | 2013 |
Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering. W Wang, Y Shen, L Qian, Z Yang Journal of Industrial & Management Optimization 18 (4), 2022 | 3 | 2022 |
Premium Valuation of the Pension Benefit Guaranty Corporation with Regime Switching P Li, W Wang, L Xie, Z Yang Mathematical Problems in Engineering 2021, 1-15, 2021 | 2 | 2021 |
Risk-based premium evaluation with jump diffusion process for PBGC L Xie, W Wang, Z Yang, N Zhang Communications in Statistics-Theory and Methods 52 (6), 1854-1869, 2023 | 1 | 2023 |
Quantile credibility models with common effects W Wang, L Wen, Z Yang, Q Yuan Risks 8 (4), 100, 2020 | 1 | 2020 |
An Improved Weight-coded Evolutionary Algorithm for the Multidimensional Knapsack Problem Q Yuan, Z Yang arXiv preprint arXiv:1302.5374, 2013 | 1 | 2013 |
Optimal investment strategy for an insurer with partial information in capital and insurance markets. L Xie, D Li, L Qian, L Chen, Z Yang Journal of Industrial & Management Optimization 19 (7), 2023 | | 2023 |
A Fast Algorithm for the Eigenvalue Bounds of a Class of Symmetric Tridiagonal Interval Matrices Q Yuan, Z Yang AppliedMath 3 (1), 90-97, 2023 | | 2023 |
Optimal investment and consumption strategies for pooled annuity with partial information L Xie, L Chen, L Qian, D Li, Z Yang Insurance: Mathematics and Economics 108, 129-155, 2023 | | 2023 |
Cyber-attacks measurement for public companies: An empirical analysis R Pei, Z Jin, Z Yang Available at SSRN 3607614, 2020 | | 2020 |
Controllability of stochastic differential equations with Markovian switching G Zhao, Z Yang, Q Yuan 2017 55th Annual Allerton Conference on Communication, Control, and …, 2017 | | 2017 |