Kaixin Yan
From MaRDI portal
Person:6404160
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 |
|---|---|---|
| On the moments of dividends and capital injections under a variant type of Parisian ruin Statistics \& Probability Letters | 2024-12-09 | Paper |
| Valuing equity-linked annuities under high-water mark fee structure Scandinavian Actuarial Journal | 2024-05-30 | Paper |
| De Finetti's Control Problem with Poisson Observations under Spectrally Positive Markov Additive Process | 2023-11-08 | Paper |
| On De Finetti's control under Poisson observations: optimality of a double barrier strategy in a Markov additive model | 2022-10-14 | Paper |
| Optimal dividend and capital injection under spectrally positive Markov additive models | 2022-07-06 | Paper |
| Value Maximization under Stochastic Quasi-Hyperbolic Discounting | N/A | Paper |
Research outcomes over time
This page was built for person: Kaixin Yan
