Ya Huang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
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
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
https://portal.mardi4nfdi.de/entity/Q2823508	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
https://portal.mardi4nfdi.de/entity/Q3644484	2009-11-11	Paper

Research outcomes over time

Doctoral students

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