Y. Yuan

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Robust optimal asset–liability management with delay and ambiguity aversion in a jump-diffusion market	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	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	2022-10-21	Paper
Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion	2022-10-18	Paper
Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market	2022-10-12	Paper
Optimal per-loss reinsurance and investment to minimize the probability of drawdown	2022-09-23	Paper
Robust optimal asset-liability management with penalization on ambiguity	2022-08-23	Paper
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game	2022-06-13	Paper
Maximizing the goal-reaching probability before drawdown with borrowing constraint	2022-04-25	Paper
Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs	2022-02-16	Paper
Minimizing the probability of absolute ruin under ambiguity aversion	2021-10-19	Paper
A novel threshold segmentation instantaneous frequency calculation approach for fault diagnosis	2021-08-04	Paper
A rolling bearing fault detection method based on compressed sensing and a neural network	2021-08-04	Paper
Optimal per-loss reinsurance and investment to minimize the probability of drawdown	2020-10-23	Paper
Extensive testing of a hybrid genetic algorithm for solving quadratic assignment problems	2003-06-18	Paper
Efficient genetic algorithms using simple genes exchange local search policy for the quadratic assignment problem	2000-10-29	Paper

Research outcomes over time

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