Yan Zhang

Available identifiers

zbMath Open zhang.yan.18MaRDI QIDQ1003800

List of research outcomes

Publication	Date of Publication	Type
Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk	2023-02-17	Paper
The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility	2022-10-21	Paper
Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions	2022-07-01	Paper
Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform	2021-09-10	Paper
Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model	2020-08-28	Paper
Optimal reinsurance-investment problem with dependent risks based on Legendre transform	2020-06-18	Paper
Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks	2020-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q3403759	2010-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q3404966	2010-02-12	Paper
On the ruin probability for the Cox correlated risk model perturbed by diffusion	2009-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q3537236	2008-11-24	Paper
https://portal.mardi4nfdi.de/entity/Q3513617	2008-08-06	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yan Zhang