Optimal reinsurance and investment with a common shock and a random exit time. - Zhiping Chen; Peng Yang; Yujie Gan (RAIRO Oper. Res., 2023)

Supervised kernel principal component analysis-polynomial chaos-Kriging for high-dimensional surrogate modelling and optimization. - Huan Zhao; Zhiyuan Gong; Keyao Gan; Yujie Gan; Haonan Xing; Shekun Wang (Knowl. Based Syst., 2024)