Yongxia Zhao

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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!

PublicationDate of PublicationType
Equilibrium dividend strategies in the dual model with a random time horizon
Applied Mathematics. Series B (English Edition)
2024-02-12Paper
\(\alpha\)-robust optimal investment strategy for target benefit pension plans under default risk2023-06-12Paper
Optimal investment and reinsurance strategies with state-dependent risk aversion2021-12-17Paper
scientific article; zbMATH DE number 7266444 (Why is no real title available?)2020-10-27Paper
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
ASTIN Bulletin
2020-02-05Paper
Optimal dividends and capital injections for a spectrally positive Lévy process
Journal of Industrial and Management Optimization
2017-06-15Paper
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Insurance Mathematics & Economics
2017-05-24Paper
Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin
Communications in Statistics. Theory and Methods
2016-05-25Paper
Optimal dividends and capital injections in the dual model with a random time horizon
Journal of Optimization Theory and Applications
2015-10-28Paper
The Sparre Andersen risk process with investment and debit interest2014-06-30Paper
The expected discounted penalty function under a renewal risk model with stochastic income
Applied Mathematics and Computation
2012-07-16Paper
Gerber-Shiu discounted penalty functions for a perturbed risk model with two classes of claims2011-07-19Paper
A generalization of the classical risk model2010-07-08Paper


Research outcomes over time


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