Concepedia
Statistics
Publications
44
Citations
2.6K
H-Index
29
Active since
2010
Affiliations
Sun Yat-sen University(Current)
Guangdong University of Technology
York University
UNSW Sydney
University of Waterloo
Yan Zeng is an author at Sun Yat-sen University specializing in business, financial economics, and insurance.
Publications per year
2010–2025
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Yan Zeng, Zhongfei Li · Insurance Mathematics and Economics · 2011 · 222 citations
Business, Insurance, Risk Management +16
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model
Bo Yi, Zhongfei Li, Frédéri Viens et al. · Insurance Mathematics and Economics · 2013 · 158 citations
Business, Insurance, Risk Management +14
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
Zhongfei Li, Yan Zeng, Yongzeng Lai · Insurance Mathematics and Economics · 2011 · 157 citations
Business, Insurance, Risk Management +15
Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps
Yan Zeng, Danping Li, Ailing Gu · Insurance Mathematics and Economics · 2015 · 152 citations
Business, Insurance, Risk Management +13
Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process
Yang Shen, Yan Zeng · Insurance Mathematics and Economics · 2015 · 124 citations
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