Hailiang Yang - Concepedia

Author

Hailiang Yang

Also Known As

Guojing Wang, H Yang, H. YANG, H. Yang, HAILIANG YANG, Hai-liang Yang, Hailiang Yang, Haiping Yang, Hyejeong Yang, Yang, H

204

Publications

4.2K

Citations

H-Index

109

Concepts

All Affiliations

University of Hong Kong University of Lausanne Chongqing University East China Normal University The University of Melbourne

About

Hailiang Yang is an author at University of Hong Kong specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	29	55	2.4K
2	Engineering	24	42	1.5K
3	Management	18	24	902
4	Accounting	2	2	96
5	Computer Science	1	1	25

Hailiang Yang

Publications

3.9K

Citations

H-Index

Page 1

	Year	Citations
Optimal investment for insurer with jump-diffusion risk process Hailiang Yang, Lihong Zhang Insurance Mathematics and Economics Option PricingBusinessOptimal InvestmentInsuranceFinance	2005	297
Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model Ping Chen, Hailiang Yang, George Yin Insurance Mathematics and Economics Asset PricingFinancial Risk ManagementRisk ManagementManagementBusiness	2008	135
Option pricing with regime switching by trinomial tree method Fei Lung Yuen, Hailiang Yang Journal of Computational and Applied Mathematics Mathematical ProgrammingOption PricingComputational FinanceDerivative Pricing	2009	119
Optimal Investment for an Insurer to Minimize Its Probability of Ruin Chi Sang Liu, Hailiang Yang North American Actuarial Journal Insurance MarketsPortfolio OptimizationAsset PricingInsurance LawFinancial Risk Management	2004	118
Precise large deviations for sums of random variables with consistently varying tails Kai Wang Ng, Qihe Tang, Jia-an Yan, Journal of Applied Probability Large DeviationsPrecise Large DeviationsRandom VariablesRisk ModelEngineering	2004	112
Some results on ruin probabilities in a two-dimensional risk model Wai‐Sum Chan, Hailiang Yang, Lianzeng Zhang Insurance Mathematics and Economics Ruin ProbabilitiesEngineeringIntegrable ProbabilityRisk ManagementProbability Theory	2003	100
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs Dingjun Yao, Hailiang Yang, Rongming Wang European Journal of Operational Research Mathematical ProgrammingEconomicsPortfolio OptimizationEngineeringAsset Pricing	2011	96
On pricing derivatives under GARCH models: a dynamic Gerber-Shiu's approach Tak Kuen Siu, Howell Tong, Hailiang Yang North American Actuarial Journal Option PricingEconomicsFinancial EconomicsAsset PricingVolatility Modeling	2004	88
A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier Hans U. Gerber, X. Sheldon Lin, Hailiang Yang Astin Bulletin EconomicsDividends-penalty IdentityAsset PricingFinancial Risk ManagementRisk Management	2006	87
Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model Ping Chen, Hailiang Yang Applied Mathematical Finance Financial Risk ManagementMean-variance Asset–liability ManagementAsset AllocationOptimal Investment StrategyPortfolio Choice	2010	79

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