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Author ID: dong.yinghui Recent zbMATH articles by "Dong, Yinghui"
Published as: Dong, Yinghui
Documents Indexed: 66 Publications since 1999
Co-Authors: 20 Co-Authors with 50 Joint Publications
664 Co-Co-Authors
all top 5

Serials

6 Communications in Statistics. Theory and Methods
5 Journal of Suzhou University of Science and Technology. Natural Science Edition
4 Chinese Journal of Applied Probability and Statistics
4 Journal of Industrial and Management Optimization
2 Journal of Applied Mechanics
2 Lithuanian Mathematical Journal
2 Acta Mathematicae Applicatae Sinica
2 Insurance Mathematics & Economics
2 Statistics & Probability Letters
2 Applied Mathematical Modelling
2 Applied Mathematics. Series B (English Edition)
2 Methodology and Computing in Applied Probability
2 Journal of Systems Science and Complexity
2 Frontiers of Mathematics in China
1 International Journal of Heat and Mass Transfer
1 Journal of the Franklin Institute
1 Applied Mathematics and Computation
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Bulletin of the Korean Mathematical Society
1 Mathematics in Practice and Theory
1 Stochastic Analysis and Applications
1 Acta Mathematica Hungarica
1 International Journal of Production Research
1 Numerical Algorithms
1 European Journal of Operational Research
1 Continuum Mechanics and Thermodynamics
1 Applied Mathematics. Series A (Chinese Edition)
1 Physics of Fluids
1 Applied Stochastic Models in Business and Industry
1 Scandinavian Actuarial Journal
1 Acta Mathematica Scientia. Series A. (Chinese Edition)
1 IMA Journal of Management Mathematics
1 Stochastics and Dynamics
1 ASTIN Bulletin
1 Asia-Pacific Financial Markets
1 Journal of University of Science and Technology of Suzhou. Natural Science Edition
1 Acta Mathematica Sinica. Chinese Series
1 Scientia Sinica. Mathematica

Publications by Year

Citations contained in zbMATH Open

33 Publications have been cited 90 times in 46 Documents Cited by Year
Optimal investment of DC pension plan under short-selling constraints and portfolio insurance. Zbl 1419.91357
Dong, Yinghui; Zheng, Harry
6
2019
Analysis of concrete fracture using a novel cohesive crack method. Zbl 1201.74288
Dong, Y.; Wu, S.; Xu, S. S.; Zhang, Y.; Fang, S.
6
2010
Lagrangian simulation of the unsteady near field dynamics of planar buoyant plumes. Zbl 1185.76348
Soteriou, M. C.; Dong, Y.; Cetegen, B. M.
6
2002
Fair valuation of life insurance contracts under a correlated jump diffusion model. Zbl 1251.91038
Dong, Yinghui
6
2011
Nonlinear heat-transport equation beyond Fourier law: application to heat-wave propagation in isotropic thin layers. Zbl 1365.80003
Sellitto, A.; Tibullo, V.; Dong, Y.
6
2017
Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan. Zbl 1431.91358
Dong, Yinghui; Zheng, Harry
5
2020
Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps. Zbl 1217.91195
Dong, Yinghui; Wang, Guojing; Wu, Rong
5
2011
On the renewal risk model under a threshold strategy. Zbl 1170.91014
Dong, Yinghui; Wang, Guojing; Yuen, Kam C.
4
2009
A reduced-form model for correlated defaults with regime-switching shot noise intensities. Zbl 1343.60117
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng
4
2016
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
4
2014
Ruin probability for renewal risk model with negative risk sums. Zbl 1135.91367
Dong, Yinghui; Wang, Guojing
4
2006
On a compound assets model with positive jumps. Zbl 1164.91029
Dong, Yinghui; Wang, Guojing
3
2008
A contagion model with Markov regime-switching intensities. Zbl 1343.60116
Dong, Yinghui; Wang, Guojing
3
2014
A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives. Zbl 1282.91339
Liang, Xue; Wang, Guojing; Dong, Yinghui
3
2013
Entropy analyses for hyperbolic heat conduction based on the thermomass model. Zbl 1217.80031
Dong, Y.; Guo, Z. Y.
3
2011
Regime-switching shot-noise processes and longevity bond pricing. Zbl 1341.60069
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
2
2014
Pricing dynamic guaranteed funds with stochastic barrier under Vasicek interest rate model. Zbl 1289.91075
Dong, Yinghui
2
2013
The classical risk model with constant interest and threshold strategy. Zbl 1154.91499
Dong, Yinghui; Yuen, Kam C.
2
2008
Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing
2
2017
Pricing dynamic fund protections under a stochastic boundary. Zbl 1424.91141
Xu, Chao; Dong, Yinghui
1
2018
A regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
1
2016
Applications of neural networks to solving SMT scheduling problems – a case study. Zbl 0948.90543
Chen, M.; Dong, Y.
1
1999
Ruin probability for the risk process with correlated negative risk sums. Zbl 1155.62462
Dong, Yinghui; Wang, Guojing
1
2004
A displacement equivalence-based damage model for brittle materials. I: Theory. Zbl 1110.74685
Soh, C. K.; Liu, Y.; Yang, Y.; Dong, Y.
1
2003
A displacement equivalence-based damage model for brittle materials. II: Verification. Zbl 1110.74567
Liu, Y.; Soh, C. K.; Dong, Y.; Yang, Y.
1
2003
A Markov chain copula model for credit default swaps with bilateral counterparty risk. Zbl 06599064
Liang, Xue; Dong, Yinghui
1
2014
Fair valuation of life insurance contracts under a two-sided jump diffusion model. Zbl 1277.91082
Dong, Yinghui; Wang, Guojing
1
2013
Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model. Zbl 1282.91358
Dong, Yinghui; Liang, Xue; Wang, Guojing
1
2012
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
1
2018
A multivariate regime-switching mean reverting process and its application to the valuation of credit risk. Zbl 1307.91186
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
1
2014
The dependence of assets and default threshold with thinning-dependence structure. Zbl 1364.49020
Dong, Yinghui; Wang, Guojing
1
2012
Optimal asset allocation for participating contracts under the VaR and PI constraint. Zbl 1433.91129
Dong, Yinghui; Wu, Sang; Lv, Wenxin; Wang, Guojing
1
2020
A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations. Zbl 1437.93128
Tian, Zhaolu; Wang, Junxin; Dong, Yinghui; Liu, Zhongyun
1
2020
Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan. Zbl 1431.91358
Dong, Yinghui; Zheng, Harry
5
2020
Optimal asset allocation for participating contracts under the VaR and PI constraint. Zbl 1433.91129
Dong, Yinghui; Wu, Sang; Lv, Wenxin; Wang, Guojing
1
2020
A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations. Zbl 1437.93128
Tian, Zhaolu; Wang, Junxin; Dong, Yinghui; Liu, Zhongyun
1
2020
Optimal investment of DC pension plan under short-selling constraints and portfolio insurance. Zbl 1419.91357
Dong, Yinghui; Zheng, Harry
6
2019
Pricing dynamic fund protections under a stochastic boundary. Zbl 1424.91141
Xu, Chao; Dong, Yinghui
1
2018
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
1
2018
Nonlinear heat-transport equation beyond Fourier law: application to heat-wave propagation in isotropic thin layers. Zbl 1365.80003
Sellitto, A.; Tibullo, V.; Dong, Y.
6
2017
Pricing credit derivatives under a correlated regime-switching hazard processes model. Zbl 1361.91060
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing
2
2017
A reduced-form model for correlated defaults with regime-switching shot noise intensities. Zbl 1343.60117
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng
4
2016
A regime-switching model with jumps and its application to bond pricing and insurance. Zbl 1352.60111
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
1
2016
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model. Zbl 1287.91138
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
4
2014
A contagion model with Markov regime-switching intensities. Zbl 1343.60116
Dong, Yinghui; Wang, Guojing
3
2014
Regime-switching shot-noise processes and longevity bond pricing. Zbl 1341.60069
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
2
2014
A Markov chain copula model for credit default swaps with bilateral counterparty risk. Zbl 06599064
Liang, Xue; Dong, Yinghui
1
2014
A multivariate regime-switching mean reverting process and its application to the valuation of credit risk. Zbl 1307.91186
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng
1
2014
A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives. Zbl 1282.91339
Liang, Xue; Wang, Guojing; Dong, Yinghui
3
2013
Pricing dynamic guaranteed funds with stochastic barrier under Vasicek interest rate model. Zbl 1289.91075
Dong, Yinghui
2
2013
Fair valuation of life insurance contracts under a two-sided jump diffusion model. Zbl 1277.91082
Dong, Yinghui; Wang, Guojing
1
2013
Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model. Zbl 1282.91358
Dong, Yinghui; Liang, Xue; Wang, Guojing
1
2012
The dependence of assets and default threshold with thinning-dependence structure. Zbl 1364.49020
Dong, Yinghui; Wang, Guojing
1
2012
Fair valuation of life insurance contracts under a correlated jump diffusion model. Zbl 1251.91038
Dong, Yinghui
6
2011
Pricing the zero-coupon bond and its fair premium under a structural credit risk model with jumps. Zbl 1217.91195
Dong, Yinghui; Wang, Guojing; Wu, Rong
5
2011
Entropy analyses for hyperbolic heat conduction based on the thermomass model. Zbl 1217.80031
Dong, Y.; Guo, Z. Y.
3
2011
Analysis of concrete fracture using a novel cohesive crack method. Zbl 1201.74288
Dong, Y.; Wu, S.; Xu, S. S.; Zhang, Y.; Fang, S.
6
2010
On the renewal risk model under a threshold strategy. Zbl 1170.91014
Dong, Yinghui; Wang, Guojing; Yuen, Kam C.
4
2009
On a compound assets model with positive jumps. Zbl 1164.91029
Dong, Yinghui; Wang, Guojing
3
2008
The classical risk model with constant interest and threshold strategy. Zbl 1154.91499
Dong, Yinghui; Yuen, Kam C.
2
2008
Ruin probability for renewal risk model with negative risk sums. Zbl 1135.91367
Dong, Yinghui; Wang, Guojing
4
2006
Ruin probability for the risk process with correlated negative risk sums. Zbl 1155.62462
Dong, Yinghui; Wang, Guojing
1
2004
A displacement equivalence-based damage model for brittle materials. I: Theory. Zbl 1110.74685
Soh, C. K.; Liu, Y.; Yang, Y.; Dong, Y.
1
2003
A displacement equivalence-based damage model for brittle materials. II: Verification. Zbl 1110.74567
Liu, Y.; Soh, C. K.; Dong, Y.; Yang, Y.
1
2003
Lagrangian simulation of the unsteady near field dynamics of planar buoyant plumes. Zbl 1185.76348
Soteriou, M. C.; Dong, Y.; Cetegen, B. M.
6
2002
Applications of neural networks to solving SMT scheduling problems – a case study. Zbl 0948.90543
Chen, M.; Dong, Y.
1
1999

Citations by Year