Kaixin Yan

Available identifiers

zbMath Open yan.kaixinMaRDI QIDQ6404160

List of research outcomes

Publication	Date of Publication	Type
On the moments of dividends and capital injections under a variant type of Parisian ruin	2024-12-09	Paper
Valuing equity-linked annuities under high-water mark fee structure	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

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