Y. Yuan

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
Robust optimal asset–liability management with delay and ambiguity aversion in a jump-diffusion market International Journal of Control	2023-12-15	Paper
Regularity for the Monge-Amp\`ere equation by doubling	2023-11-28	Paper
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework European Journal of Operational Research	2023-09-15	Paper
Hessian estimates for the sigma-2 equation in dimension four	2023-05-21	Paper
Robust optimal reinsurance in minimizing the penalized expected time to reach a goal Journal of Computational and Applied Mathematics	2022-10-21	Paper
Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion Mathematical Methods of Operations Research	2022-10-18	Paper
Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market Optimization	2022-10-12	Paper
Optimal per-loss reinsurance and investment to minimize the probability of drawdown Journal of Industrial and Management Optimization	2022-09-23	Paper
Robust optimal asset-liability management with penalization on ambiguity Journal of Industrial and Management Optimization	2022-08-23	Paper
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game Scandinavian Actuarial Journal	2022-06-13	Paper
Maximizing the goal-reaching probability before drawdown with borrowing constraint AIMS Mathematics	2022-04-25	Paper
Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs Journal of Industrial and Management Optimization	2022-02-16	Paper
Minimizing the probability of absolute ruin under ambiguity aversion Applied Mathematics and Optimization	2021-10-19	Paper
A novel threshold segmentation instantaneous frequency calculation approach for fault diagnosis Mathematical Biosciences and Engineering	2021-08-04	Paper
A rolling bearing fault detection method based on compressed sensing and a neural network Mathematical Biosciences and Engineering	2021-08-04	Paper
Optimal per-loss reinsurance and investment to minimize the probability of drawdown (available as arXiv preprint)	2020-10-23	Paper
Extensive testing of a hybrid genetic algorithm for solving quadratic assignment problems Computational Optimization and Applications	2003-06-18	Paper
Efficient genetic algorithms using simple genes exchange local search policy for the quadratic assignment problem Computational Optimization and Applications	2000-10-29	Paper

Research outcomes over time

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