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	Title	Author(s)	Issue Date
	Ruin probability under compound Poisson models with random discount factor Journal:Probability in the Engineering and Informational Sciences	Ng, KW Yang, H Zhang, L	2004
	Martingale method for ruin probability in an autoregressive model with constant interest rate Journal:Probability in the Engineering and Informational Sciences	Yang, H Zhang, L	2003
	Upper bounds for ruin probability under time series models Journal:Probability in the Engineering and Informational Sciences	Chan, GKC Yang, H	2006
	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
	A closed-form solution to a dynamic portfolio optimization problem Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms	Li, ZF Ng, KW Tan, KS Yang, H	2005
	Conditional ruin probability with stochastic interest rate Journal:Stochastic Analysis and Applications	Yang, H	2001
	Exponential stabilizability of stochastic systems with Markovian jumping parameters Journal:Automatica	Boukas, EK Yang, H	1999
	Precise large deviations for sums of random variables with consistently varying tails Journal:Journal of Applied Probability	Ng, KW Tang, Q Yan, JA Yang, H	2004
	Non-exponential bounds for ruin probability with interest effect included Journal:Scandinavian Actuarial Journal	Yang, H	1999
	Upper Bounds for Ruin Probability in a filtered compound Poisson model Journal:International Journal on Statistics and Systems	Ng, KW Yang, H Zhang, L.	2006
	Optimal investment for insurer with jump-diffusion risk process Journal:Insurance: Mathematics and Economics	Yang, H Zhang, L	2005
	Moments of derivative payoffs Journal:International Mathematical Journal	Yang, H	2002
	Risk and probability measures Journal:Risk	Boyle, PP Siu, TK Yang, H	2002
	Ruin Theory Under a Generalized Jump-Diffusion Model with Regime Switching Journal:Applied Mathematical Sciences	Siu, T.K.Lau, J.Yang, H	2008
	Robust Stabilization by Dynamic Combined State and Output Feedback Compensator for Nonlinear Systems with Jumps Journal:Journal of Optimization Theory and Applications	Boukas, EK Yang, H	1997
	On pricing derivatives under GARCH models: a dynamic gerber-shiu approach Journal:North American Actuarial Journal	Siu, TK Tong, H Yang, H	2004
	Bayesian risk measures for derivatives via random Esscher transform Journal:North American Actuarial Journal	Siu, TK Tong, H Yang, H	2001
	A PDE approach to risk measures of derivatives Journal:Applied Mathematical Finance	Siu, TK Yang, H	2000
	Premium calculation using the probability of ruin Journal:Journal of Actuarial Practice	Yuen, KC Yang, H Chu, KL	2001
	Robust Stabilizability of Uncertain Linear Time-Delay Systems With Markovian Jumping Parameters Journal:Journal of Dynamic Systems, Measurement and Control	Benjelloun, K Boukas, EK Yang, H	1996
	Robust Stabilization and Guaranteed Cost Control of Large Scale Linear Systems with Jumps Journal:Kybernetika	Boukas, EK Swierniak, A Simek, K Yang, H	1997
	Asset allocation with regime-switching: discrete-time case Journal:Astin Bulletin	Cheung, KC Yang, H	2004
	Ordering optimal proportions in the asset allocation problem with dependent default risks Journal:Insurance: Mathematics and Economics	Cheung, KC Yang, H	2004
	Characterization of weak no-arbitrage in frictional markets Journal:Chinese Journal of Management Science	Li, ZF Wang, Y Yang, H	2002
	Suboptimality of a decentralized feedback control law Journal:Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME	Boukas, EK Swierniak, A Yang, H	1999