Albrecher, Hansjörg; Gerber, Hans U.; Yang, Hailiang A direct approach to the discounted penalty function. (English) Zbl 1219.91063 N. Am. Actuar. J. 14, No. 4, 420-447 (2010). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{H. Albrecher} et al., N. Am. Actuar. J. 14, No. 4, 420--447 (2010; Zbl 1219.91063) Full Text: DOI Link OpenURL
Yuen, Fei Lung; Yang, Hailiang Pricing Asian options and equity-indexed annuities with regime switching by the trinomial tree method. (English) Zbl 1219.91145 N. Am. Actuar. J. 14, No. 2, 256-280 (2010). MSC: 91G20 91G60 PDF BibTeX XML Cite \textit{F. L. Yuen} and \textit{H. Yang}, N. Am. Actuar. J. 14, No. 2, 256--280 (2010; Zbl 1219.91145) Full Text: DOI OpenURL
Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang Authors’ reply: “Pricing annuity guarantees under a regime-switching model”. (English) Zbl 1483.91202 N. Am. Actuar. J. 13, No. 3, 337-338 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{X. S. Lin} et al., N. Am. Actuar. J. 13, No. 3, 337--338 (2009; Zbl 1483.91202) Full Text: DOI OpenURL
Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang Pricing annuity guarantees under a regime-switching model. (English) Zbl 1483.91201 N. Am. Actuar. J. 13, No. 3, 316-332 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{X. S. Lin} et al., N. Am. Actuar. J. 13, No. 3, 316--332 (2009; Zbl 1483.91201) Full Text: DOI OpenURL
Li, Zhongfei; Tan, Ken Seng; Yang, Hailiang Multiperiod optimal investment-consumption strategies with mortality risk and environment uncertainty. (English) Zbl 1481.91198 N. Am. Actuar. J. 12, No. 1, 47-64 (2008). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Li} et al., N. Am. Actuar. J. 12, No. 1, 47--64 (2008; Zbl 1481.91198) Full Text: DOI OpenURL
Gerber, Hans U.; Yang, Hailiang Absolute ruin probabilities in a jump diffusion risk model with investment. (English) Zbl 1480.91208 N. Am. Actuar. J. 11, No. 3, 159-169 (2007). MSC: 91G05 60G55 60J60 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{H. Yang}, N. Am. Actuar. J. 11, No. 3, 159--169 (2007; Zbl 1480.91208) Full Text: DOI OpenURL
Yang, Hailiang Discussion to: “On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion”. (English) Zbl 1479.91344 N. Am. Actuar. J. 10, No. 2, 129-131 (2006). MSC: 91G05 60J65 60J74 45J05 PDF BibTeX XML Cite \textit{H. Yang}, N. Am. Actuar. J. 10, No. 2, 129--131 (2006; Zbl 1479.91344) Full Text: DOI OpenURL
Cai, Jun; Gerber, Hans U.; Yang, Hailiang Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. (English) Zbl 1479.91309 N. Am. Actuar. J. 10, No. 2, 119 (2006). MSC: 91G05 60J60 60J65 PDF BibTeX XML Cite \textit{J. Cai} et al., N. Am. Actuar. J. 10, No. 2, 119 (2006; Zbl 1479.91309) Full Text: DOI OpenURL
Cai, Jun; Gerber, Hans U.; Yang, Hailiang Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. (English) Zbl 1479.91308 N. Am. Actuar. J. 10, No. 2, 94-108 (2006). MSC: 91G05 60J60 60J65 PDF BibTeX XML Cite \textit{J. Cai} et al., N. Am. Actuar. J. 10, No. 2, 94--108 (2006; Zbl 1479.91308) Full Text: DOI OpenURL
Ng, Andrew C. Y.; Yang, Hailiang Authors’ reply to: “Discussion of: ‘Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model’ ”. (English) Zbl 1479.91338 N. Am. Actuar. J. 10, No. 1, 112 (2006). MSC: 91G05 PDF BibTeX XML Cite \textit{A. C. Y. Ng} and \textit{H. Yang}, N. Am. Actuar. J. 10, No. 1, 112 (2006; Zbl 1479.91338) Full Text: DOI OpenURL
Ng, Andrew C. Y.; Yang, Hailiang Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model. With discussions. (English) Zbl 1085.60517 N. Am. Actuar. J. 9, No. 2, 85-107 (2005). MSC: 60K10 60K05 PDF BibTeX XML Cite \textit{A. C. Y. Ng} and \textit{H. Yang}, N. Am. Actuar. J. 9, No. 2, 85--107 (2005; Zbl 1085.60517) Full Text: DOI OpenURL
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. (English) Zbl 1085.91531 N. Am. Actuar. J. 8, No. 3, 17-31 (2004). MSC: 91B30 62P05 91B84 PDF BibTeX XML Cite \textit{T. K. Siu} et al., N. Am. Actuar. J. 8, No. 3, 17--31 (2004; Zbl 1085.91531) OpenURL
Liu, Chi Sang; Yang, Hailiang Optimal investment for an insurer to minimize its probability of ruin. (English) Zbl 1085.60511 N. Am. Actuar. J. 8, No. 2, 11-31 (2004). MSC: 60H30 60H10 91B28 91B30 PDF BibTeX XML Cite \textit{C. S. Liu} and \textit{H. Yang}, N. Am. Actuar. J. 8, No. 2, 11--31 (2004; Zbl 1085.60511) Full Text: DOI OpenURL
Yang, Hailiang; Zhang, Lihong The joint distribution of surplus immediately before ruin and the deficit at ruin under interest force. (English) Zbl 1083.62547 N. Am. Actuar. J. 5, No. 3, 92-103 (2001). MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{H. Yang} and \textit{L. Zhang}, N. Am. Actuar. J. 5, No. 3, 92--103 (2001; Zbl 1083.62547) Full Text: DOI OpenURL
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang Bayesian risk measures for derivatives via random Esscher transform. (English) Zbl 1083.62544 N. Am. Actuar. J. 5, No. 3, 78-91 (2001). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{T. K. Siu} et al., N. Am. Actuar. J. 5, No. 3, 78--91 (2001; Zbl 1083.62544) Full Text: DOI OpenURL