Kaixin Yan

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Value Maximization under Stochastic Quasi-Hyperbolic Discounting (available as arXiv preprint)	N/A	Paper
De Finetti's problem with fixed transaction costs and regime switching SIAM Journal on Control and Optimization	2026-05-27	Paper
Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint SIAM Journal on Financial Mathematics	2026-04-29	Paper
De Finetti’s Poissonian dividend control problem under spectrally positive Markov additive process Stochastic Models	2026-04-29	Paper
Optimal dividend and capital injection under Markov modulated spectrally positive risk models Communications in Statistics. Theory and Methods	2026-02-09	Paper
Optimal ratcheting of dividends with capital injection Mathematics of Operations Research	2025-09-30	Paper
On the moments of dividends and capital injections under a variant type of Parisian ruin Statistics & Probability Letters	2024-12-09	Paper
Valuing equity-linked annuities under high-water mark fee structure Scandinavian Actuarial Journal	2024-05-30	Paper
De Finetti's Control Problem with Poisson Observations under Spectrally Positive Markov Additive Process	2023-11-08	Paper
On De Finetti's control under Poisson observations: optimality of a double barrier strategy in a Markov additive model	2022-10-14	Paper
Optimal dividend and capital injection under spectrally positive Markov additive models	2022-07-06	Paper

Research outcomes over time

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