Ya Huang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility	2025-01-20	Paper
Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction	2024-08-28	Paper
Ruin-related problems in the dual risk model under two different randomized observations	2023-07-28	Paper
Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework	2023-03-29	Paper
Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables	2023-03-29	Paper
On a discrete interaction risk model with delayed claims and randomized dividends	2022-08-01	Paper
Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion	2022-08-01	Paper
Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond	2022-05-25	Paper
On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates	2022-05-16	Paper
Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints	2022-04-27	Paper
Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk	2021-05-07	Paper
https://portal.mardi4nfdi.de/entity/Q5142744	2021-01-14	Paper
带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析（英）	2020-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q5115395	2020-08-12	Paper
\(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes	2020-04-07	Paper
Optimal investment and risk control policies for an insurer in an incomplete market	2019-10-21	Paper
On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes	2019-02-01	Paper
https://portal.mardi4nfdi.de/entity/Q4688572	2018-10-22	Paper
Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities	2018-07-26	Paper
Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer	2017-12-06	Paper
OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET	2017-10-17	Paper
Robust optimal investment and reinsurance problem for a general insurance company under Heston model	2017-08-11	Paper
https://portal.mardi4nfdi.de/entity/Q5276347	2017-07-14	Paper
Optimal financing and dividend policy with Markovian switching regimes	2017-05-02	Paper
Robust optimal portfolio and reinsurance for an insurer under inflation risk	2016-10-06	Paper
Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle	2016-01-15	Paper
Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables	2015-12-21	Paper
https://portal.mardi4nfdi.de/entity/Q3051890	2010-11-05	Paper
Iterative methods for three kinds of matrix equations with sub-matrix restrains on symmetric ortho-symmetric matrix set	2009-11-11	Paper

Research outcomes over time

This page was built for person: Ya Huang