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Title	Author(s)	Issue Date
A class of non-zero-sum stochastic differential investment and reinsurance games Journal:Automatica	Bensoussan, A Siu, CC Yam, SCP Yang, H	2014
A class of nonzero-sum investment and reinsurance games subject to systematic risks Journal:Scandinavian Actuarial Journal	Siu, CC Yam, SCP Yang, H Zhao, H	2017
A constraint-free approach to optimal reinsurance Proceeding/Conference:International Gerber-Shiu Workshop, 2016	Yang, H Gerber, HU Shiu, ESW	2016
A constraint-free approach to optimal reinsurance Journal:Scandinavian Actuarial Journal	Gerber, HU Shiu, ESW Yang, H	2019
A hybrid deep learning method for optimal insurance strategies: Algorithms and convergence analysis Journal:Insurance: Mathematics and Economics	Jin, Z Yang, H Yin, G	2021
A martingale approach for asset allocation with derivative security and hidden economic risk Journal:Journal of Applied Probability	Siu, TK Zhu, J Yang, H	2019
A note on optimal insurance risk control with multiple reinsurers Journal:Journal of Computational and Applied Mathematics	Meng, H Siu, TK Yang, H	2017
A numerical approach to optimal dividend policies with capital injections and transaction costs Journal:Acta Mathematicae Applicatae Sinica	Jin, Z Yang, H Yin, G	2017
A PDE approach to risk measures of derivatives Journal:Applied Mathematical Finance	Siu, TK Yang, H	2000
A plan of capital injections based on the claims frequency Journal:Annals of Actuarial Science	Xu, R Woo, JK Han, X Yang, H	2018
Absolute ruin probabilities in a jump diffusion risk model with investment Journal:North American Actuarial Journal	Gerber, HU Yang, H	2007
Actuarial Education and Actuarial Educators Network Proceeding/Conference:IAA Fund Seminar 2012	Yang, H	2012
Actuarial education in the universities Proceeding/Conference:The Role of the Actuary in the Economy and in the Financial Sector Seminar	Yang, H	2011
Actuarial Science: An Overview Proceeding/Conference:Taishan Academic Forum – Risk Management and Actuarial Science, 2018	Yang, H	2018
Actuarial Science: An Overview Proceeding/Conference:The First Quantitative Finance and Insurance Conference of the China Society of Operational Research and Mathematical Economics	Yang, H	2019
American type geometric step options Journal:Journal of Industrial and Management Optimization	Xing, X Yang, H	2013
An elementary approach to discrete models of dividend strategies Proceeding/Conference:Stochastic Analysis and Its Applications to Mathematical Finance Seminar	Yang, H Gerber, HU Shiu, ESW	2011
An integrated risk management method: VaR Approach Journal:Multinational Finance Journal	Yang, H	2000
Approximation of optimal ergodic dividend strategies using controlled Markov chains Journal:IET Control Theory and Applications	Jin, Z Yang, H Yin, G	2018
Approximations for moments of deficit at ruin with exponential and subexponential claims Journal:Statistics and Probability Letters	Cheng, Y Tang, Q Yang, H	2002

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