保险精算、最优保险再保险

无

[1] Boonen, T.J., Jiang, W., Yong, Y., and Zhang, Y.* (2025). Optimal insurance design in the presence of disaster financial assistance and subsidies. Scandinavian Actuarial Journal.

[2] Yong, Y., Zhang, Y.*, and Zhu, X. (2024). Credibility theory under the least squared relative loss function. Applied Stochastic Models in Business and Industry.

[3] Yong, Y., Cheung, K.C., and Zhang, Y.* (2024). Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery. ASTIN Bulletin: The Journal of IAA, 54(3), 738–766.

[4] Yong, Y., Zeng, P., and Zhang, Y.* (2024). Credibility theory for variance premium principle. North American Actuarial Journal.

[5] Su, W. and Yong, Y.* (2024). Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model. Statistics & Probability Letters, 205, 109962.

[6] Yong, Y.* and Yang, H. (2023). Valuation of cliquet-style guarantees with death benefits. Journal of Industrial & Management Optimization, 19(1), 359–375.

[7] Zhang, Z.*, Yong, Y., and Yu, W. (2020). Valuing equity-linked death benefits in general exponential Lévy models. Journal of Computational and Applied Mathematics, 365, 112377.

[8] Su, W., Yong, Y., and Zhang, Z*. (2019). Estimating the Gerber–Shiu function in the perturbed compound Poisson model by Laguerre series expansion. Journal of Mathematical Analysis and Applications, 469(2), 705-729.

[9] Zhang, Z.* and Yong, Y. (2019). Valuing guaranteed equity-linked contracts by Laguerre series expansion. Journal of Computational and Applied Mathematics, 357, 329-348.

无

无

无