| Optimal investment for insurer with jump-diffusion risk process H Yang, L Zhang Insurance: Mathematics and Economics 37 (3), 615-634, 2005 | 443 | 2005 |
| Optimal investment for an insurer to minimize its probability of ruin CS Liu, H Yang North American Actuarial Journal 8 (2), 11-31, 2004 | 186 | 2004 |
| Precise large deviations for sums of random variables with consistently varying tails KW Ng, Q Tang, JA Yan, H Yang Journal of Applied Probability 41 (1), 93-107, 2004 | 172 | 2004 |
| Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model P Chen, H Yang, G Yin Insurance: Mathematics and Economics 43 (3), 456-465, 2008 | 168 | 2008 |
| Non-exponential bounds for ruin probability with interest effect included H Yang Scandinavian Actuarial Journal 1999 (1), 66-79, 1999 | 147 | 1999 |
| 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 | 141 | 2014 |
| On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach TK Siu, H Tong, H Yang North American Actuarial Journal 8 (3), 17-31, 2004 | 135 | 2004 |
| Some results on ruin probabilities in a two-dimensional risk model WS Chan, H Yang, L Zhang Insurance: Mathematics and Economics 32 (3), 345-358, 2003 | 133 | 2003 |
| A note on the dividends-penalty identity and the optimal dividend barrier HU Gerber, XS Lin, H Yang ASTIN Bulletin: The Journal of the IAA 36 (2), 489-503, 2006 | 131 | 2006 |
| Option pricing with regime switching by trinomial tree method FL Yuen, H Yang Journal of computational and applied mathematics 233 (8), 1821-1833, 2010 | 123 | 2010 |
| Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs D Yao, H Yang, R Wang European Journal of Operational Research 211 (3), 568-576, 2011 | 110 | 2011 |
| Exponential stabilizability of stochastic systems with Markovian jumping parameters>>> altfn> This paper was not presented at any IFAC meeting. This paper was recommended for … EK Boukas, H Yang Automatica 35 (8), 1437-1441, 1999 | 103 | 1999 |
| Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest J Cai, HU Gerber, H Yang North American Actuarial Journal 10 (2), 94-108, 2006 | 101 | 2006 |
| Pricing annuity guarantees under a regime-switching model XS Lin, KS Tan, H Yang North American Actuarial Journal 13 (3), 316-332, 2009 | 94 | 2009 |
| Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps D Li, Y Zeng, H Yang Scandinavian Actuarial Journal 2018 (2), 145-171, 2018 | 93 | 2018 |
| Spectrally negative Lévy processes with applications in risk theory H Yang, L Zhang Advances in Applied Probability 33 (1), 281-291, 2001 | 88 | 2001 |
| Markowitz's mean-variance asset–liability management with regime switching: A multi-period model P Chen, H Yang Applied Mathematical Finance 18 (1), 29-50, 2011 | 87 | 2011 |
| Pricing currency options under two-factor Markov-modulated stochastic volatility models TK Siu, H Yang, JW Lau Insurance: Mathematics and Economics 43 (3), 295-302, 2008 | 82 | 2008 |
| Absolute ruin probabilities in a jump diffusion risk model with investment HU Gerber, H Yang North American Actuarial Journal 11 (3), 159-169, 2007 | 81 | 2007 |
| Insurance fraud detection with unsupervised deep learning C Gomes, Z Jin, H Yang Journal of Risk and Insurance 88 (3), 591-624, 2021 | 79 | 2021 |
