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Lai, Yongzeng

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Author ID: lai.yongzeng Recent zbMATH articles by "Lai, Yongzeng"
Published as: Lai, Y.; Lai, Yongzeng
Documents Indexed: 34 Publications since 1997

Publications by Year

Citations contained in zbMATH Open

25 Publications have been cited 312 times in 271 Documents Cited by Year
The existence of mild solutions for impulsive fractional partial differential equations. Zbl 1227.34009
Shu, Xiao-Bao; Lai, Yongzeng; Chen, Yuming
82
2011
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250
Li, Zhongfei; Zeng, Yan; Lai, Yongzeng
57
2012
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng
48
2013
An inexact inverse iteration for large sparse eigenvalue problems. Zbl 0889.65038
Lai, Y.; Lin, K.; Lin, W.
18
1997
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework. Zbl 1291.91200
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie
17
2014
Continuous-time mean-variance asset-liability management with endogenous liabilities. Zbl 1291.91199
Yao, Haixiang; Lai, Yongzeng; Li, Yong
17
2013
Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
13
2013
Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021
Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P.
9
2017
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. Zbl 1358.93166
Yao, Haixiang; Lai, Yongzeng; Hao, Zhifeng
9
2013
Pricing options using lattice rules. Zbl 1141.91419
Boyle, Phelim P.; Lai, Yongzeng; Tan, Ken Seng
8
2005
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
6
2016
Intermediate rank lattice rules and applications to finance. Zbl 1161.65003
Lai, Yongzeng
4
2009
Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model. Zbl 1422.91320
A, Chunxiang; Lai, Yongzeng; Shao, Yi
3
2018
A smooth estimator for MC/QMC methods in finance. Zbl 1237.91229
Han, Chuan-Hsiang; Lai, Yongzeng
3
2010
Generating inverse Gaussian random variates by approximation. Zbl 1454.62025
Lai, Yongzeng
3
2009
Adaptive importance sampling algorithms for transport problems. Zbl 0941.65149
Lai, Yongzeng; Spanier, Jerome
3
2000
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. Zbl 1335.91091
Xu, Yongjia; Lai, Yongzeng; Yao, Haixiang
2
2014
Characterization of efficient frontier for mean-variance model with a drawdown constraint. Zbl 1329.91127
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Zheng, Huabao
2
2013
Adaptive Monte Carlo methods for matrix equations with applications. Zbl 1169.65003
Lai, Yongzeng
2
2009
The mean squared loss control problem for a partially observed Markov chain. Zbl 1414.93204
Lai, Y.; Elliott, R. J.
1
2019
Stability strategies of manufacturing-inventory systems with unknown time-varying demand. Zbl 1373.90050
Yan, Lizhao; Xu, Fei; Lai, Yongzeng; Lai, Mingyong
1
2017
Existence of infinitely many periodic subharmonic solutions for nonlinear non-autonomous neutral differential equations. Zbl 1292.34068
Shu, Xiao-Bao; Lai, Yongzeng; Xu, Fei
1
2013
Existence and uniqueness of mild solution for abstract fractional functional differential equations. Zbl 1268.34154
Shu, Xiao-Bao; Lai, Yongzeng; Xu, Fei
1
2012
Existence of subharmonic periodic solutions to a class of second-order non-autonomous neutral functional differential equations. Zbl 1244.34091
Shu, Xiao-Bao; Lai, Yongzeng; Xu, Fei
1
2012
Applications of Monte Carlo/quasi-Monte Carlo methods in finance: option pricing. Zbl 0937.91065
Lai, Yongzeng; Spanier, Jerome
1
2000
The mean squared loss control problem for a partially observed Markov chain. Zbl 1414.93204
Lai, Y.; Elliott, R. J.
1
2019
Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model. Zbl 1422.91320
A, Chunxiang; Lai, Yongzeng; Shao, Yi
3
2018
Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021
Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P.
9
2017
Stability strategies of manufacturing-inventory systems with unknown time-varying demand. Zbl 1373.90050
Yan, Lizhao; Xu, Fei; Lai, Yongzeng; Lai, Mingyong
1
2017
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
6
2016
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework. Zbl 1291.91200
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie
17
2014
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. Zbl 1335.91091
Xu, Yongjia; Lai, Yongzeng; Yao, Haixiang
2
2014
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng
48
2013
Continuous-time mean-variance asset-liability management with endogenous liabilities. Zbl 1291.91199
Yao, Haixiang; Lai, Yongzeng; Li, Yong
17
2013
Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng
13
2013
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. Zbl 1358.93166
Yao, Haixiang; Lai, Yongzeng; Hao, Zhifeng
9
2013
Characterization of efficient frontier for mean-variance model with a drawdown constraint. Zbl 1329.91127
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Zheng, Huabao
2
2013
Existence of infinitely many periodic subharmonic solutions for nonlinear non-autonomous neutral differential equations. Zbl 1292.34068
Shu, Xiao-Bao; Lai, Yongzeng; Xu, Fei
1
2013
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250
Li, Zhongfei; Zeng, Yan; Lai, Yongzeng
57
2012
Existence and uniqueness of mild solution for abstract fractional functional differential equations. Zbl 1268.34154
Shu, Xiao-Bao; Lai, Yongzeng; Xu, Fei
1
2012
Existence of subharmonic periodic solutions to a class of second-order non-autonomous neutral functional differential equations. Zbl 1244.34091
Shu, Xiao-Bao; Lai, Yongzeng; Xu, Fei
1
2012
The existence of mild solutions for impulsive fractional partial differential equations. Zbl 1227.34009
Shu, Xiao-Bao; Lai, Yongzeng; Chen, Yuming
82
2011
A smooth estimator for MC/QMC methods in finance. Zbl 1237.91229
Han, Chuan-Hsiang; Lai, Yongzeng
3
2010
Intermediate rank lattice rules and applications to finance. Zbl 1161.65003
Lai, Yongzeng
4
2009
Generating inverse Gaussian random variates by approximation. Zbl 1454.62025
Lai, Yongzeng
3
2009
Adaptive Monte Carlo methods for matrix equations with applications. Zbl 1169.65003
Lai, Yongzeng
2
2009
Pricing options using lattice rules. Zbl 1141.91419
Boyle, Phelim P.; Lai, Yongzeng; Tan, Ken Seng
8
2005
Adaptive importance sampling algorithms for transport problems. Zbl 0941.65149
Lai, Yongzeng; Spanier, Jerome
3
2000
Applications of Monte Carlo/quasi-Monte Carlo methods in finance: option pricing. Zbl 0937.91065
Lai, Yongzeng; Spanier, Jerome
1
2000
An inexact inverse iteration for large sparse eigenvalue problems. Zbl 0889.65038
Lai, Y.; Lin, K.; Lin, W.
18
1997
all top 5

Cited by 435 Authors

15 Li, Zhongfei
15 Zeng, Yan
14 Yao, Haixiang
13 Rong, Ximin
11 Lai, Yongzeng
11 Li, Danping
11 Zhao, Hui
9 Shen, Yang
8 Yan, Zuomao
6 Chen, Ping
6 Guan, Guohui
6 Liang, Zongxia
6 Mu, Jia
6 Pandey, Dwijendra Narain
5 Zhang, Ling
5 Zhou, Yong
4 Chadha, Alka
4 Chen, Zhiping
4 Forsyth, Peter A.
4 Gu, Ailing
4 Ibrahim, Ahmed Gamal
4 Li, Xun
4 Li, Yongxiang
4 Wang, Jinrong
4 Weng, Chengguo
4 Wong, Hoi Ying
4 Wu, Yonghong
4 Yang, Peng
3 Chang, Hao
3 Dabas, Jaydev
3 Dang, Duy Minh
3 Debbouche, Amar
3 Du, Ziping
3 Guendouzi, Toufik
3 Han, Chuan-Hsiang
3 Hu, Duni
3 Kong, Rong
3 Li, Yongwu
3 Pan, Jian
3 Ren, Yong
3 Sakthivel, Rathinasamy
3 Spanier, Jerome
3 Suganya, Selvaraj
3 Wang, Hailong
3 Wu, Huiling
3 Xiao, Helu
3 Yan, Tingjin
3 Zhang, Lidong
3 Zhang, Lu
3 Zhang, Yan
3 Zhou, Zhongbao
2 A, Chunxiang
2 Anthoni, Selvaraj Marshal
2 Arjunan, Mani Mallika
2 Băleanu, Dumitru I.
2 Chauhan, Archana
2 Chen, Shou
2 Deng, Chao
2 Elman, Howard C.
2 Farahi, Souad
2 Fouque, Jean-Pierre
2 Ganesh, Ramakrishnan
2 Gao, Yan
2 Gautam, Ganga Ram
2 Gou, Haide
2 Guo, Junyi
2 Han, Li
2 Huang, Nan-Jing
2 Jia, Xiumei
2 Jiang, Wei
2 Jin, Zhuo
2 Li, Duan
2 Li, Peiluan
2 Li, Shuang
2 Lin, Wen-Wei
2 Liu, Lishan
2 Liu, Steve Wenbin
2 Liu, Xianghu
2 Liu, Zhenhai
2 Lu, Fangxia
2 Ma, Jianjing
2 Mahmudov, Nazim Idrisoglu
2 Shu, Xiaobao
2 Sun, Jingyun
2 Teo, Kok Lay
2 Trujillo, Juan J.
2 Van Staden, Pieter M.
2 Viens, Frederi G.
2 Wang, Guojing
2 Wang, Liyuan
2 Wang, Qiru
2 Wiwatanapataphee, Benchawan
2 Xiao, Qingxian
2 Xu, Fei
2 Yang, Min
2 Yi, Bo
2 Zhang, Qiang
2 Zhang, Qingye
2 Zhang, Yi
2 Zhang, Zufeng
...and 335 more Authors
all top 5

Cited in 103 Serials

48 Insurance Mathematics & Economics
13 Journal of Computational and Applied Mathematics
12 Mathematical Problems in Engineering
11 Abstract and Applied Analysis
11 Advances in Difference Equations
7 Applied Mathematics and Computation
7 Linear Algebra and its Applications
6 Discrete Dynamics in Nature and Society
5 Quantitative Finance
5 Journal of Industrial and Management Optimization
3 Chaos, Solitons and Fractals
3 Automatica
3 Applied Numerical Mathematics
3 Journal of Economic Dynamics & Control
3 European Journal of Operational Research
3 Computational and Applied Mathematics
3 Fractional Calculus & Applied Analysis
3 Scandinavian Actuarial Journal
3 Journal of Applied Mathematics
3 Mediterranean Journal of Mathematics
2 Applicable Analysis
2 International Journal of Control
2 Journal of Computational Physics
2 Journal of the Franklin Institute
2 Journal of Mathematical Analysis and Applications
2 Mathematical Methods in the Applied Sciences
2 Collectanea Mathematica
2 Mathematics and Computers in Simulation
2 Numerische Mathematik
2 SIAM Journal on Control and Optimization
2 Systems & Control Letters
2 Optimization
2 Communications in Statistics. Theory and Methods
2 Computational Statistics and Data Analysis
2 Complexity
2 Boletín de la Sociedad Matemática Mexicana. Third Series
2 Mathematical Methods of Operations Research
2 International Journal of Theoretical and Applied Finance
2 Communications in Nonlinear Science and Numerical Simulation
2 Methodology and Computing in Applied Probability
2 International Journal of Nonlinear Sciences and Numerical Simulation
2 The ANZIAM Journal
2 Journal of Systems Science and Complexity
2 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
2 North American Actuarial Journal
2 Journal of Function Spaces and Applications
2 Journal of Fixed Point Theory and Applications
2 Discrete and Continuous Dynamical Systems. Series S
2 Journal of Applied Analysis and Computation
2 East Asian Journal on Applied Mathematics
2 Journal of Function Spaces
1 Computers & Mathematics with Applications
1 Indian Journal of Pure & Applied Mathematics
1 Information Sciences
1 Journal of Differential Equations
1 Journal of Optimization Theory and Applications
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Results in Mathematics
1 Optimal Control Applications & Methods
1 Bulletin of the Korean Mathematical Society
1 Stochastic Analysis and Applications
1 Computers & Operations Research
1 Mathematical and Computer Modelling
1 Journal of Integral Equations and Applications
1 The Annals of Applied Probability
1 Numerical Algorithms
1 International Journal of Computer Mathematics
1 SIAM Journal on Scientific Computing
1 Applied Mathematics. Series B (English Edition)
1 Numerical Linear Algebra with Applications
1 Bulletin des Sciences Mathématiques
1 Monte Carlo Methods and Applications
1 INFORMS Journal on Computing
1 Finance and Stochastics
1 Differential Equations and Dynamical Systems
1 Soft Computing
1 Journal of Inequalities and Applications
1 Journal of Dynamical and Control Systems
1 RAIRO. Operations Research
1 Nonlinear Analysis. Modelling and Control
1 Computational Methods in Applied Mathematics
1 Stochastics and Dynamics
1 ASTIN Bulletin
1 Journal of Applied Mathematics and Computing
1 Asia-Pacific Financial Markets
1 Fuzzy Optimization and Decision Making
1 Boundary Value Problems
1 Mathematics and Financial Economics
1 SIAM Journal on Financial Mathematics
1 International Journal of Differential Equations
1 Science China. Mathematics
1 Games
1 European Actuarial Journal
1 Statistics and Computing
1 Mathematical Control and Related Fields
1 Fractional Differential Calculus
1 Izvestiya Instituta Matematiki i Informatiki. Udmurtskiĭ Gosudarstvennyĭ Universitet
1 Journal of Mathematics
1 Mathematics
1 Journal of Linear and Topological Algebra
...and 3 more Serials

Citations by Year