Hailiang Yang

According to our database1, Hailiang Yang authored at least 32 papers between 1998 and 2020.

Collaborative distances:



In proceedings 
PhD thesis 


On csauthors.net:


Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models.
European Journal of Operational Research, 2020

A martingale approach for asset allocation with derivative security and hidden economic risk.
J. Applied Probability, 2019

iCast: Fine-Grained Wireless Video Streaming Over Internet of Intelligent Vehicles.
IEEE Internet of Things Journal, 2019

Enhanced Uplink Resource Allocation in Non-Orthogonal Multiple Access Systems.
IEEE Trans. Wireless Communications, 2018

Enabling Ultra-Dense UAV-Aided Network with Overlapped Spectrum Sharing: Potential and Approaches.
IEEE Network, 2018

Gerber-Shiu analysis with two-sided acceptable levels.
J. Computational Applied Mathematics, 2017

A note on optimal insurance risk control with multiple reinsurers.
J. Computational Applied Mathematics, 2017

Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns.
J. Computational Applied Mathematics, 2017

Optimal insurance risk control with multiple reinsurers.
J. Computational Applied Mathematics, 2016

Optimal asset allocation: Risk and information uncertainty.
European Journal of Operational Research, 2016

Fourier-cosine method for ruin probabilities.
J. Computational Applied Mathematics, 2015

Cox risk model with variable premium rate and stochastic return on investment.
J. Computational Applied Mathematics, 2014

Portfolio optimization in a regime-switching market with derivatives.
European Journal of Operational Research, 2014

A class of non-zero-sum stochastic differential investment and reinsurance games.
Automatica, 2014

On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest.
Annals OR, 2014

Option valuation by a self-exciting threshold binomial model.
Mathematical and Computer Modelling, 2013

Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections.
Automatica, 2013

Model predictive controller performance monitoring based on impulse response identification.
Proceedings of the 9th Asian Control Conference, 2013

The interplay between finance and actuarial science.
Risk and Decision Analysis, 2012

Elasticity approach to asset allocation in discrete time.
Risk and Decision Analysis, 2012

Optimal Asset Allocation: A Worst Scenario Expectation Approach.
J. Optimization Theory and Applications, 2012

Equilibruim approach of asset pricing under Lévy process.
European Journal of Operational Research, 2012

Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs.
European Journal of Operational Research, 2011

Image Autocoregistration and Interferogram Estimation Using Extended COMET-EXIP Method.
IEEE Trans. Geoscience and Remote Sensing, 2010

Filtering a Markov Modulated Random Measure.
IEEE Trans. Automat. Contr., 2010

Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching.
J. Optimization Theory and Applications, 2010

Option pricing with regime switching by trinomial tree method.
J. Computational Applied Mathematics, 2010

A Fast Algorithm of SAS Raw Signal Simulation Based on Point Scatterer Model.
Proceedings of the CSIE 2009, 2009 WRI World Congress on Computer Science and Information Engineering, March 31, 2009

Ruin problems for a discrete time risk model with random interest rate.
Math. Meth. of OR, 2006

Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.
Annals OR, 2005

Exponential stabilizability of stochastic systems with Markovian jumping parameters.
Automatica, 1999

Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters.
Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998