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Zhixin Yang
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Cited by
Year
Stability of nonlinear regime-switching jump diffusion
Z Yang, G Yin
Nonlinear Analysis: Theory, Methods & Applications 75 (9), 3854-3873, 2012
362012
Tontines with mixed cohorts
A Chen, L Qian, Z Yang
Scandinavian Actuarial Journal 2021 (5), 437-455, 2021
132021
Stability of numerical methods for jump diffusions and Markovian switching jump diffusions
Z Yang, G Yin, H Li
Journal of computational and applied mathematics 275, 197-212, 2015
122015
Mean-Variance Type Controls Involving a Hidden Markov Chain: Models and Numerical Approximation
Z Yang, G Yin, Q Zhang
IMA Journal of Mathematical Control and Information, 2014
122014
A genetic algorithm for investment–consumption optimization with value-at-risk constraint and information-processing cost
Z Jin, Z Yang, Q Yuan
Risks 7 (1), 32, 2019
82019
On the performance of a hybrid genetic algorithm in dynamic environments
Q Yuan, Z Yang
Applied Mathematics and Computation 219 (24), 11408-11413, 2013
82013
Recognizing generalized pockets for optimizing machining time in process planningPart 2
Z Yang, A Jonej, S Zhu
International Journal of Production Research 39 (16), 3601-3621, 2001
72001
Valuation of risk-based premium of DB pension plan with terminations
L Qian, Y Shen, W Wang, Z Yang
Insurance: Mathematics and Economics 86, 51-63, 2019
62019
Near-optimal mean–variance controls under two-time-scale formulations and applications
Z Yang, G Yin, LY Wang, H Zhang
Stochastics 85 (4), 723-741, 2013
62013
A weight-coded evolutionary algorithm for the multidimensional knapsack problem
Q Yuan, Z Yang
arXiv preprint arXiv:1302.5374, 2013
62013
Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering.
W Wang, Y Shen, L Qian, Z Yang
Journal of Industrial & Management Optimization 18 (4), 2022
32022
Risk-based premium evaluation with jump diffusion process for PBGC
L Xie, W Wang, Z Yang, N Zhang
Communications in Statistics-Theory and Methods 52 (6), 1854-1869, 2023
12023
Premium Valuation of the Pension Benefit Guaranty Corporation with Regime Switching
P Li, W Wang, L Xie, Z Yang
Mathematical Problems in Engineering 2021, 1-15, 2021
12021
Quantile credibility models with common effects
W Wang, L Wen, Z Yang, Q Yuan
Risks 8 (4), 100, 2020
12020
An Improved Weight-coded Evolutionary Algorithm for the Multidimensional Knapsack Problem
Q Yuan, Z Yang
arXiv preprint arXiv:1302.5374, 2013
12013
Optimal investment strategy for an insurer with partial information in capital and insurance markets.
L Xie, D Li, L Qian, L Chen, Z Yang
Journal of Industrial & Management Optimization 19 (7), 2023
2023
A Fast Algorithm for the Eigenvalue Bounds of a Class of Symmetric Tridiagonal Interval Matrices
Q Yuan, Z Yang
AppliedMath 3 (1), 90-97, 2023
2023
Optimal investment and consumption strategies for pooled annuity with partial information
L Xie, L Chen, L Qian, D Li, Z Yang
Insurance: Mathematics and Economics 108, 129-155, 2023
2023
Cyber-attacks measurement for public companies: An empirical analysis
R Pei, Z Jin, Z Yang
Available at SSRN 3607614, 2020
2020
Controllability of stochastic differential equations with Markovian switching
G Zhao, Z Yang, Q Yuan
2017 55th Annual Allerton Conference on Communication, Control, and …, 2017
2017
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Articles 1–20