Haili Yuan

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
Optimal investment strategies for an insurer with liquid constraint Communications in Statistics: Theory and Methods	2023-06-27	Paper
Optimal investment for an insurer under liquid reserves Journal of Industrial and Management Optimization	2021-06-09	Paper
On the consistency of penalized MLEs for Erlang mixtures Statistics & Probability Letters	2019-02-20	Paper
Efficient estimation of Erlang and GPD mixtures using ISCAD penalty with insurance application	2017-07-14	Paper
On a dual risk model with interest and a constant dividend barriers	2013-01-24	Paper
Absolute ruin problems for the risk processes with interest and a constant dividend barrier Wuhan University Journal of Natural Sciences (WUJNS)	2012-06-01	Paper
Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints Insurance Mathematics & Economics	2012-02-10	Paper
The optimal strategy for an insurance company under the influence of the terminal value Acta Mathematica Scientia. Series B. (English Edition)	2012-01-27	Paper
Duration of negative surplus for a two state Markov-modulated risk model Acta Mathematica Scientia. Series B. (English Edition)	2011-07-19	Paper
Optimal proportional reinsurance with constant dividend barrier Acta Mathematica Scientia. Series B. (English Edition)	2011-07-19	Paper
The Compound Poisson Risk Model with Interest and a Threshold Strategy Stochastic Models	2009-11-10	Paper
Absolute ruin in the compound Poisson risk model with constant dividend barrier Statistics & Probability Letters	2009-09-30	Paper
On the ruin probability for a delayed-claims risk model perturbed by diffusion	2008-04-04	Paper
On a class of stationary renewal risk model with constant dividend barrier	2008-04-04	Paper

Research outcomes over time

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