Jiyang Tan

Available identifiers

zbMath Open tan.jiyangMaRDI QIDQ1940867

List of research outcomes

Publication	Date of Publication	Type
A consistent estimation of optimal dividend strategy in a risk model with delayed claims	2022-12-13	Paper
Moments of deficit duration and its proportion in general compound binomial model	2022-12-09	Paper
A dividend optimization problem with constraint of survival probability in a Markovian environment model	2022-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q4688978	2018-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q4642846	2018-05-25	Paper
Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits	2017-08-30	Paper
An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments	2017-08-21	Paper
A knowledge-based heuristic particle swarm optimization approach with the adjustment strategy for the weighted circle packing problem	2016-09-27	Paper
A Markov decision problem in a risk model with interest rate and Markovian environment	2016-07-06	Paper
Optimal control strategy for dividend-payments in a risk model with stochastic premiums	2016-06-30	Paper
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates	2015-09-02	Paper
Optimal dividend strategy in compound binomial model with bounded dividend rates	2014-12-09	Paper
An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates	2014-07-16	Paper
https://portal.mardi4nfdi.de/entity/Q5400163	2014-02-28	Paper
The dividend problems for compound binomial model with stochastic return on investments	2013-07-10	Paper
Dividend-reinsurance strategy in the Sparre Andersen model	2013-03-08	Paper
The compound binomial model with a constant dividend barrier and periodically paid dividends	2012-11-15	Paper
The Gerber-Shiu penalty function for the compound binomial model with general premium rate	2011-09-29	Paper
On the ruin probability in a discrete time risk model with stochastic rates of interest	2010-11-05	Paper
Ruin probability about dual Poisson model with discrete time	2009-04-28	Paper
Reverse mortgage model with a Markov interest rate process	2008-06-03	Paper
Approximation for ruin probability in the Sparre Andersen model with interest	2006-10-24	Paper
The compound binomial model with randomized decisions on paying dividends	2006-10-05	Paper

Research outcomes over time

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