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	Title	Author(s)	Issue Date
	Fourier-cosine method for Gerber-Shiu functions Journal:Insurance: Mathematics and Economics	Chau, KW Yam, SCP Yang, H	2015
	A Converse Comparison Theorem for Discrete-time Finite-state BSDEs and Risk Measures Using g-expectation Journal:Communications on Stochastic Analysis	Elliott, R LIN, Y Yang, H	2013
	Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model Journal:Frontiers of Mathematics in China	Qian, L Yang, H Wang, R	2011
	Optimal reinsurance and investment strategy with two piece utility function Journal:Journal of Industrial and Management Optimization	Chen, L Yang, H	2017
	A note on optimal insurance risk control with multiple reinsurers Journal:Journal of Computational and Applied Mathematics	Meng, H Siu, TK Yang, H	2017
	On a nonparametric estimator for the finite time survival probability with zero initial surplus Journal:Acta Mathematicae Applicatae Sinica	Zhang, Z Yang, H Yang, H	2016
	On the distribution of surplus immediately after ruin under interest force and subexponential claims Journal:Insurance: Mathematics and Economics	Wang, R Yang, H Wang, H	2004
	On the exponential stability of stochastic Markovian jump systems Proceeding/Conference:IEEE Conference on Decision and Control Proceedings	Boukas, EK Yang, H	1997
	On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest Journal:Annals of Operations Research	Cai, J Yang, H	2014
	Ruin probabilities of a dual markov-modulated risk model Journal:Communications in Statistics - Theory and Methods	Zhu, J Yang, H	2008
	Estimates for the absolute ruin probability in the compound Poisson risk model with credit and debit interest Journal:Journal of Applied Probability	Zhu, J Yang, H	2008
	Pricing currency options under two-factor Markov-modulated stochastic volatility models Journal:Insurance: Mathematics and Economics	Siu, TK Yang, H Lau, JW	2008
	Stochastic optimization algorithms for barrier dividend strategies Journal:Journal of Computational and Applied Mathematics	Yin, G Song, QS Yang, H	2009
	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
	Option pricing when the regime-switching risk is priced Journal:Acta Mathematicae Applicatae Sinica	Siu, TK Yang, H	2009
	Upper comonotonicity and convex upper bounds for sums of random variables Journal:Insurance: Mathematics and Economics	Dong, J Cheung, KC Yang, H	2010
	Optimal threshold dividend strategies under the compound poisson model with regime switching Book:Stochastic analysis with financial applications: Hong Kong 2009	Wei, J Yang, H Wang, R	2011
	Option valuation by a self-exciting threshold binomial model Journal:Mathematical and Computer Modelling	Yuen, FL Siu, TK Yang, H	2013
	Filtering a markov modulated random measure Journal:IEEE Transactions on Automatic Control	Elliott, RJ Siu, TK Yang, H	2010
	Insurance Risk Models: with and without Dividends Proceeding/Conference:International Conference on Applied Statistics and Financial Mathematics	Yang, H	2010
	STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE Journal:ASTIN Bulletin	Chen, S Yang, H Zeng, Y	2018
	Optimal insurance risk control with multiple reinsurers Journal:Journal of Computational and Applied Mathematics	Meng, H Siu, TK Yang, H	2016
	Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions Journal:Annals of Operations Research	Deng, X Li, ZF Wang, S Yang, H	2005
	On Erlang(2) risk process perturbed by diffusion Journal:Communications in Statistics - Theory and Methods	Yuen, KC Yang, H Wang, R	2005
	Some results on ruin probabilities in a two-dimensional risk model Journal:Insurance: Mathematics and Economics	Chan, WS Yang, H Zhang, L	2003