Yongxia Zhao

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 dividend and reinsurance strategy under model uncertainty with Parisian ruin Communications in Statistics. Theory and Methods	2026-06-10	Paper
Robust equilibrium strategies in DB pension plans with Poisson jumps Chinese Journal of Applied Probability and Statistics	2026-02-04	Paper
Robust optimal dividend and reinsurance under model uncertainty Mathematical Foundations of Computing	2025-07-25	Paper
Equilibrium dividend strategies in the dual model with a random time horizon Applied Mathematics. Series B (English Edition)	2024-02-12	Paper
\(\alpha\)-robust optimal investment strategy for target benefit pension plans under default risk	2023-06-12	Paper
Optimal investment and reinsurance strategies with state-dependent risk aversion	2021-12-17	Paper
scientific article; zbMATH DE number 7266444 (Why is no real title available?)	2020-10-27	Paper
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS ASTIN Bulletin	2020-02-05	Paper
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS ASTIN Bulletin	2020-02-05	Paper
Optimal dividends and capital injections for a spectrally positive Lévy process Journal of Industrial and Management Optimization	2017-06-15	Paper
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes Insurance Mathematics & Economics	2017-05-24	Paper
Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin Communications in Statistics. Theory and Methods	2016-05-25	Paper
Optimal dividends and capital injections in the dual model with a random time horizon Journal of Optimization Theory and Applications	2015-10-28	Paper
The Sparre Andersen risk process with investment and debit interest	2014-06-30	Paper
The expected discounted penalty function under a renewal risk model with stochastic income Applied Mathematics and Computation	2012-07-16	Paper
Gerber-Shiu discounted penalty functions for a perturbed risk model with two classes of claims	2011-07-19	Paper
A generalization of the classical risk model	2010-07-08	Paper

Research outcomes over time

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