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	Title	Author(s)	Issue Date	Views
	Optimal financing and dividend distribution in a general diffusion model with regime switching Journal:Advances in Applied Probability	Zhu, JX Yang, H	2016
	Risk: From insurance to finance Proceeding/Conference:Recent Developments in Mathematical Finance	Yang, H	2002
	OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH Journal:ASTIN Bulletin	Cheng, X Jin, Z Yang, H	2020
	Pension funding problem with regime-switching geometric brownian motion assets and liabilities Journal:Applied Stochastic Models in Business and Industry	Ping, C Yang, H	2010
	Nonparametric Bayesian Credibility Journal:Australian Actuarial Journal	Siu, TK Yang, H	2009
	Pricing currency options under two-factor Markov-modulated stochastic volatility models Journal:Insurance: Mathematics and Economics	Siu, TK Yang, H Lau, JW	2008
	Ruin problems under feedback model with random interest Journal:Advances and Applications in Statistics	Chan, GKC Yang, H	2004	102
	Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy Journal:Insurance: Mathematics and Economics	Zhu, J Yang, H	2016
	A note on the dividends-penalty identity and the optimal dividend barrier Journal:ASTIN Bulletin	Gerber, HU Lin, XS Yang, H	2006
	Some Applications of Deep Learning in Actuarial Science Proceeding/Conference:The 8th Workshop on Financial Engineering and Risk Management of Sun Yat-sen University	Yang, H	2021	5
	Sensitivity analysis on ruin probabilities with heavy-tailed claims Journal:Statistical Methodology	Chan, GKC Yang, H	2005	197
	On the probability of completeness for large markets Journal:Japan Journal of Industrial and Applied Mathematics	Wright, JA Yam, PSC Yang, H	2011	165
	Stability of Discrete-Time Linear Systems with Markovian Jumping Parameters Journal:Mathematics of Control, Signals and Systems	Boukas, EK Yang, H	1996	170
	On Bayesian mixture credibility Journal:ASTIN Bulletin	Lau, JW Siu, TK Yang, H	2006	232
	American type geometric step options Journal:Journal of Industrial and Management Optimization	Xing, X Yang, H	2013	57
	Optimal reinsurance and investment strategy with two piece utility function Journal:Journal of Industrial and Management Optimization	Chen, L Yang, H	2017	127
	Ordering optimal proportions in the asset allocation problem with dependent default risks Journal:Insurance: Mathematics and Economics	Cheung, KC Yang, H	2004	175
	On a Sparre Andersen Risk Model with Time-Dependent Claim Sizes and Jump-Diffusion Perturbation Journal:Methodology and Computing in Applied Probability	Zhang, Z Yang, H Yang, H	2012	56
	Option pricing with tree model in view of hedging Proceeding/Conference:International Congress on Insurance: Mathematics and Economics	Yuen, FL Yang, H	2010	83
	Optimal investment for an insurer to minimize its probability of ruin Journal:North American Actuarial Journal	Liu, CS Yang, H	2004
	A direct approach to the discounted penalty function Journal:North American Actuarial Journal	Albrecher, H Gerber, HU Yang, H	2010	113
	Cox risk model with variable premium rate and stochastic return on investment Journal:Journal of Computational and Applied Mathematics	Xu, L Yang, H Wang, R	2014	46
	A constraint-free approach to optimal reinsurance Proceeding/Conference:International Gerber-Shiu Workshop, 2016	Yang, H Gerber, HU Shiu, ESW	2016	80
	ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS Journal:ASTIN Bulletin	Zhang, Z Cheung, ECK Yang, H	2018	46
	Conditional ruin probability with stochastic interest rate Journal:Stochastic Analysis and Applications	Yang, H	2001