Chen, Tao; Liu, Wei; Tan, Tao; Wu, Lijun; Hu, Yijun Optimal reinsurance with default risk: a reinsurer’s perspective. (English) Zbl 1476.91122 J. Ind. Manag. Optim. 17, No. 5, 2971-2987 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{T. Chen} et al., J. Ind. Manag. Optim. 17, No. 5, 2971--2987 (2021; Zbl 1476.91122) Full Text: DOI OpenURL
Yuan, Haili; Hu, Yijun Optimal investment for an insurer under liquid reserves. (English) Zbl 1474.91164 J. Ind. Manag. Optim. 17, No. 1, 339-355 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, J. Ind. Manag. Optim. 17, No. 1, 339--355 (2021; Zbl 1474.91164) Full Text: DOI OpenURL
Liu, Zhang; Chen, Ping; Hu, Yijun On the dual risk model with diffusion under a mixed dividend strategy. (English) Zbl 07197515 Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020). MSC: 91G05 45K05 PDF BibTeX XML Cite \textit{Z. Liu} et al., Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020; Zbl 07197515) Full Text: DOI OpenURL
Cao, Jing; Peng, Xing-chun; Hu, Yi-jun Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information. (English) Zbl 1414.91172 Acta Math. Appl. Sin., Engl. Ser. 32, No. 4, 1087-1100 (2016). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{J. Cao} et al., Acta Math. Appl. Sin., Engl. Ser. 32, No. 4, 1087--1100 (2016; Zbl 1414.91172) Full Text: DOI OpenURL
Peng, Xingchun; Wang, Wenyuan; Hu, Yijun On the Markov-dependent risk model with tax. (English) Zbl 1340.91052 Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 187-196 (2015). MSC: 91B30 60J20 PDF BibTeX XML Cite \textit{X. Peng} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 187--196 (2015; Zbl 1340.91052) Full Text: DOI OpenURL
Peng, Xingchun; Hu, Yijun Optimal proportional reinsurance and investment under partial information. (English) Zbl 1304.91127 Insur. Math. Econ. 53, No. 2, 416-428 (2013). MSC: 91B30 60J70 60H30 60H07 60G51 91G10 PDF BibTeX XML Cite \textit{X. Peng} and \textit{Y. Hu}, Insur. Math. Econ. 53, No. 2, 416--428 (2013; Zbl 1304.91127) Full Text: DOI OpenURL
Wang, Wenyuan; Xiao, Liqun; Ming, Ruixing; Hu, Yijun On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy. (English) Zbl 1289.91089 Appl. Math., Ser. B (Engl. Ed.) 28, No. 1, 27-39 (2013). MSC: 91B30 60K05 60K15 PDF BibTeX XML Cite \textit{W. Wang} et al., Appl. Math., Ser. B (Engl. Ed.) 28, No. 1, 27--39 (2013; Zbl 1289.91089) Full Text: DOI OpenURL
Yuan, Haili; Hu, Yijun; Qin, Qianqing Absolute ruin problems for the risk processes with interest and a constant dividend barrier. (English) Zbl 1249.91062 Wuhan Univ. J. Nat. Sci. 16, No. 3, 199-205 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Yuan} et al., Wuhan Univ. J. Nat. Sci. 16, No. 3, 199--205 (2011; Zbl 1249.91062) Full Text: DOI OpenURL
Wang, Wenyuan; Ming, Ruixing; Hu, Yijun On the expected discounted penalty function for risk process with tax. (English) Zbl 1207.62192 Stat. Probab. Lett. 81, No. 4, 489-501 (2011). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{W. Wang} et al., Stat. Probab. Lett. 81, No. 4, 489--501 (2011; Zbl 1207.62192) Full Text: DOI OpenURL
Yuan, Haili; Hu, Yijun The compound Poisson risk model with interest and a threshold strategy. (English) Zbl 1181.91108 Stoch. Models 25, No. 2, 197-220 (2009). Reviewer: V. S. Borkar (Mumbai) MSC: 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, Stoch. Models 25, No. 2, 197--220 (2009; Zbl 1181.91108) Full Text: DOI OpenURL
Yang, Wenquan; Hu, Yijun Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier. (English) Zbl 1166.60029 Stat. Probab. Lett. 79, No. 1, 63-69 (2009). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60G51 62P05 65C05 91B30 PDF BibTeX XML Cite \textit{W. Yang} and \textit{Y. Hu}, Stat. Probab. Lett. 79, No. 1, 63--69 (2009; Zbl 1166.60029) Full Text: DOI OpenURL
Yuan, Haili; Hu, Yijun Absolute ruin in the compound Poisson risk model with constant dividend barrier. (English) Zbl 1283.91091 Stat. Probab. Lett. 78, No. 14, 2086-2094 (2008). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, Stat. Probab. Lett. 78, No. 14, 2086--2094 (2008; Zbl 1283.91091) Full Text: DOI OpenURL