Ding Jun Yao

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal reinsurance under a new design: two layers and multiple reinsurers	2024-08-14	Paper
https://portal.mardi4nfdi.de/entity/Q6080485	2023-10-02	Paper
https://portal.mardi4nfdi.de/entity/Q5086968	2022-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q5075211	2022-05-10	Paper
Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value of the bankruptcy	2022-03-21	Paper
Optimal dividend, capital injection and reinsurance strategies with variance premium principle	2021-12-17	Paper
Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance	2020-10-07	Paper
Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax	2019-11-21	Paper
Pricing of equity indexed annuity under fractional Brownian motion model	2019-02-14	Paper
Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs	2019-02-05	Paper
Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle	2019-02-05	Paper
Optimal investment and consumption for an insurer with high-watermark performance fee	2018-08-27	Paper
https://portal.mardi4nfdi.de/entity/Q4574527	2018-07-18	Paper
OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE	2018-06-04	Paper
Optimal investment and reinsurance for an insurer under Markov-modulated financial market	2017-05-24	Paper
Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle	2017-05-02	Paper
Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin	2016-05-25	Paper
Optimal dividends and capital injections in the dual model with a random time horizon	2015-10-28	Paper
Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission	2015-02-03	Paper
https://portal.mardi4nfdi.de/entity/Q5166105	2014-06-30	Paper
Optimal stochastic investment games under Markov regime switching market	2014-03-11	Paper
Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model	2014-03-11	Paper
https://portal.mardi4nfdi.de/entity/Q5398757	2014-02-28	Paper
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs	2012-05-14	Paper
https://portal.mardi4nfdi.de/entity/Q3109332	2012-01-27	Paper
Upper bounds for ruin probabilities in two dependent risk models under rates of interest	2011-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q3170947	2011-09-29	Paper
Optimal financing and dividend strategies in a dual model with proportional costs	2011-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q3641942	2009-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q5318957	2009-07-22	Paper
On maximizing the expected terminal utility by investment and reinsurance	2009-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q3609879	2009-03-06	Paper
The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails	2008-09-24	Paper
Ruin problems with stochastic premium stochastic return on investments	2008-07-29	Paper
Exponential bounds for ruin probability in two moving average risk models with constant interest rate	2008-05-26	Paper

Research outcomes over time

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