Concepedia

Hailiang Yang

HY

97

Publications

3.9K

Citations

36

H-Index

1993

Active since

Affiliations

University of Hong Kong(Current)

University of Lausanne

Chongqing University

East China Normal University

The University of Melbourne

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

Top concepts

FinanceBusinessEngineeringAsset PricingEconomicsProbabilityRisk ManagementManagementOption PricingFinancial Engineering

Publications per year

1993–2021

97

Publications

97

Optimal investment for insurer with jump-diffusion risk process

Hailiang Yang, Lihong Zhang · Insurance Mathematics and Economics · 2005 · 297 citations

Option Pricing, Business, Optimal Investment +4

Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model

Ping Chen, Hailiang Yang, George Yin · Insurance Mathematics and Economics · 2008 · 135 citations

Asset Pricing, Financial Risk Management, Risk Management +8

Option pricing with regime switching by trinomial tree method

Fei Lung Yuen, Hailiang Yang · Journal of Computational and Applied Mathematics · 2009 · 119 citations · Full text

Mathematical Programming, Option Pricing, Computational Finance +1

Optimal Investment for an Insurer to Minimize Its Probability of Ruin

Chi Sang Liu, Hailiang Yang · North American Actuarial Journal · 2004 · 118 citations

Insurance Markets, Portfolio Optimization, Asset Pricing +15

Precise large deviations for sums of random variables with consistently varying tails

Kai Wang Ng, Qihe Tang, Jia-an Yan et al. · Journal of Applied Probability · 2004 · 112 citations

Large Deviations, Precise Large Deviations, Random Variables +11

Rows per page

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