Ji Yang Tan

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Person:1940867

Available identifiers

zbMath Open tan.jiyangMaRDI QIDQ1940867

List of research outcomes

PublicationDate of PublicationType
A consistent estimation of optimal dividend strategy in a risk model with delayed claims2022-12-13Paper
Moments of deficit duration and its proportion in general compound binomial model2022-12-09Paper
A dividend optimization problem with constraint of survival probability in a Markovian environment model2022-05-23Paper
https://portal.mardi4nfdi.de/entity/Q46889782018-10-22Paper
https://portal.mardi4nfdi.de/entity/Q46428462018-05-25Paper
Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits2017-08-30Paper
An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments2017-08-21Paper
A knowledge-based heuristic particle swarm optimization approach with the adjustment strategy for the weighted circle packing problem2016-09-27Paper
A Markov decision problem in a risk model with interest rate and Markovian environment2016-07-06Paper
https://portal.mardi4nfdi.de/entity/Q28158372016-06-30Paper
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates2015-09-02Paper
Optimal dividend strategy in compound binomial model with bounded dividend rates2014-12-09Paper
An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates2014-07-16Paper
https://portal.mardi4nfdi.de/entity/Q54001632014-02-28Paper
The Dividend Problems for Compound Binomial Model with Stochastic Return on Investments2013-07-10Paper
Dividend-reinsurance strategy in the Sparre Andersen model2013-03-08Paper
The compound binomial model with a constant dividend barrier and periodically paid dividends2012-11-15Paper
https://portal.mardi4nfdi.de/entity/Q31696882011-09-29Paper
https://portal.mardi4nfdi.de/entity/Q30547742010-11-05Paper
https://portal.mardi4nfdi.de/entity/Q36222962009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q35015852008-06-03Paper
Approximation for ruin probability in the Sparre Andersen model with interest2006-10-24Paper
The compound binomial model with randomized decisions on paying dividends2006-10-05Paper

Research outcomes over time


Doctoral students

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