Edit Profile (opens in new tab) Yao, Dingjun Compute Distance To: Compute Author ID: yao.dingjun Published as: Yao, Dingjun; Yao, Ding Jun Documents Indexed: 32 Publications since 2007 Co-Authors: 19 Co-Authors with 32 Joint Publications 773 Co-Co-Authors all top 5 Co-Authors 0 single-authored 19 Wang, Rongming 15 Xu, Lin 4 Cheng, Gongpin 3 Yang, Hailiang 2 Fan, Kun 2 Qian, Linyi 2 Zhao, Yongxia 1 Chen, Ping 1 Ding, Fangqing 1 Guo, Wenjing 1 Hu, Fengxia 1 Shen, Guangjun 1 Sun, Zhentao 1 Wang, Yun 1 Wei, Jiaqin 1 Xu, Shaosheng 1 Xulin 1 Zhang, Liming 1 Zhu, Liping all top 5 Serials 8 Journal of Industrial and Management Optimization 7 Chinese Journal of Applied Probability and Statistics 3 Communications in Statistics. Theory and Methods 2 Scientia Sinica. Mathematica 1 Computers & Mathematics with Applications 1 Journal of Optimization Theory and Applications 1 Insurance Mathematics & Economics 1 Journal of East China Normal University. Natural Science Edition 1 Northeastern Mathematical Journal 1 European Journal of Operational Research 1 Mathematical Problems in Engineering 1 Abstract and Applied Analysis 1 Acta Mathematica Sinica. English Series 1 Applied Stochastic Models in Business and Industry 1 ASTIN Bulletin 1 Frontiers of Mathematics in China all top 5 Fields 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Systems theory; control (93-XX) 10 Probability theory and stochastic processes (60-XX) 10 Statistics (62-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 21 Publications have been cited 138 times in 114 Documents Cited by ▼ Year ▼ Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs. Zbl 1237.91143Yao, Dingjun; Yang, Hailiang; Wang, Rongming 45 2011 On maximizing the expected terminal utility by investment and reinsurance. Zbl 1158.91400Xu, Lin; Wang, Rongming; Yao, Dingjun 21 2008 Optimal financing and dividend strategies in a dual model with proportional costs. Zbl 1218.93112Yao, Dingjun; Yang, Hailiang; Wang, Rongming 15 2010 Optimal investment and reinsurance for an insurer under Markov-modulated financial market. Zbl 1394.91238Xu, Lin; Zhang, Liming; Yao, Dingjun 12 2017 Optimal dividends and capital injections in the dual model with a random time horizon. Zbl 1341.49021Zhao, Yongxia; Wang, Rongming; Yao, Dingjun; Chen, Ping 11 2015 Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin. Zbl 1360.91097Zhao, Yongxia; Wang, Rongming; Yao, Dingjun 5 2016 Optimal dividend and reinsurance strategies with financing and liquidation value. Zbl 1390.91218Yao, Dingjun; Yang, Hailiang; Wang, Rongming 4 2016 Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle. Zbl 1411.91326Yao, Dingjun; Wang, Rongming; Xu, Lin 4 2017 Ruin problems with stochastic premium stochastic return on investments. Zbl 1148.60067Wang, Rongming; Xu, Lin; Yao, Dingjun 3 2007 Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model. Zbl 1281.93108Yao, Dingjun; Wang, Rongming; Xu, Lin 3 2014 On the expected discounted penalty function associated with the time of ruin for a risk model with random income. Zbl 1174.91523Yao, Dingjun; Wang, Rongming; Xu, Lin 2 2008 Upper bounds for ruin probabilities in two dependent risk models under rates of interest. Zbl 1226.91082Yao, Dingjun; Wang, Rongming 2 2010 Optimal stochastic investment games under Markov regime switching market. Zbl 1282.91314Xu, Lin; Wang, Rongming; Yao, Dingjun 2 2014 Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance. Zbl 1448.91269Xu, Lin; Xu, Shaosheng; Yao, Dingjun 2 2020 Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax. Zbl 1438.91117Xu, Lin; Yao, Dingjun; Cheng, Gongpin 1 2020 Optimal investment and consumption for an insurer with high-watermark performance fee. Zbl 1394.91237Xu, Lin; Wang, Hao; Yao, Dingjun 1 2015 Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs. Zbl 1412.91039Cheng, Gongpin; Wang, Rongming; Yao, Dingjun 1 2018 Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle. Zbl 1415.91168Yao, Dingjun; Fan, Kun 1 2018 The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tails. Zbl 1153.60338Wei, Jiaqin; Wang, Rongming; Yao, Dingjun 1 2008 Exponential bounds for ruin probability in two moving average risk models with constant interest rate. Zbl 1143.62071Yao, Ding Jun; Wang, Rong Ming 1 2008 Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. Zbl 1307.93470Yao, Dingjun; Wang, Rongming; Xu, Lin 1 2015 Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance. Zbl 1448.91269Xu, Lin; Xu, Shaosheng; Yao, Dingjun 2 2020 Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax. Zbl 1438.91117Xu, Lin; Yao, Dingjun; Cheng, Gongpin 1 2020 Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs. Zbl 1412.91039Cheng, Gongpin; Wang, Rongming; Yao, Dingjun 1 2018 Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle. Zbl 1415.91168Yao, Dingjun; Fan, Kun 1 2018 Optimal investment and reinsurance for an insurer under Markov-modulated financial market. Zbl 1394.91238Xu, Lin; Zhang, Liming; Yao, Dingjun 12 2017 Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle. Zbl 1411.91326Yao, Dingjun; Wang, Rongming; Xu, Lin 4 2017 Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin. Zbl 1360.91097Zhao, Yongxia; Wang, Rongming; Yao, Dingjun 5 2016 Optimal dividend and reinsurance strategies with financing and liquidation value. Zbl 1390.91218Yao, Dingjun; Yang, Hailiang; Wang, Rongming 4 2016 Optimal dividends and capital injections in the dual model with a random time horizon. Zbl 1341.49021Zhao, Yongxia; Wang, Rongming; Yao, Dingjun; Chen, Ping 11 2015 Optimal investment and consumption for an insurer with high-watermark performance fee. Zbl 1394.91237Xu, Lin; Wang, Hao; Yao, Dingjun 1 2015 Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. Zbl 1307.93470Yao, Dingjun; Wang, Rongming; Xu, Lin 1 2015 Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model. Zbl 1281.93108Yao, Dingjun; Wang, Rongming; Xu, Lin 3 2014 Optimal stochastic investment games under Markov regime switching market. Zbl 1282.91314Xu, Lin; Wang, Rongming; Yao, Dingjun 2 2014 Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs. Zbl 1237.91143Yao, Dingjun; Yang, Hailiang; Wang, Rongming 45 2011 Optimal financing and dividend strategies in a dual model with proportional costs. Zbl 1218.93112Yao, Dingjun; Yang, Hailiang; Wang, Rongming 15 2010 Upper bounds for ruin probabilities in two dependent risk models under rates of interest. Zbl 1226.91082Yao, Dingjun; Wang, Rongming 2 2010 On maximizing the expected terminal utility by investment and reinsurance. Zbl 1158.91400Xu, Lin; Wang, Rongming; Yao, Dingjun 21 2008 On the expected discounted penalty function associated with the time of ruin for a risk model with random income. Zbl 1174.91523Yao, Dingjun; Wang, Rongming; Xu, Lin 2 2008 The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tails. Zbl 1153.60338Wei, Jiaqin; Wang, Rongming; Yao, Dingjun 1 2008 Exponential bounds for ruin probability in two moving average risk models with constant interest rate. Zbl 1143.62071Yao, Ding Jun; Wang, Rong Ming 1 2008 Ruin problems with stochastic premium stochastic return on investments. Zbl 1148.60067Wang, Rongming; Xu, Lin; Yao, Dingjun 3 2007 all cited Publications top 5 cited Publications all top 5 Cited by 166 Authors 12 Jin, Zhuo 11 Yao, Dingjun 10 Wang, Rongming 9 Zeng, Yan 7 Li, Zhongfei 7 Xu, Lin 6 Yang, Hailiang 6 Zhao, Yongxia 5 Yin, Chuancun 4 Chen, Ping 4 Cheng, Jianhua 4 Huang, Ya 4 Qian, Linyi 4 Wang, Dehui 4 Yang, Xiangqun 4 Yuen, Kam Chuen 4 Zhang, Nan 4 Zhao, Hui 3 Chen, Peimin 3 Cheng, Gongpin 3 Deng, Chao 3 Gajek, Lesław 3 Rong, Ximin 3 Rudź, Marcin 3 Shen, Yang 3 Wen, Yuzhen 3 Yamazaki, Kazutoshi 3 Yin, Gang George 3 Yoshioka, Hidekazu 3 Yu, Wenguang 3 Zhou, Jieming 2 A, Chunxiang 2 Bai, Yanfei 2 Bi, Junna 2 Chen, Mi 2 Chen, Shumin 2 Dong, Hua 2 Gu, Ailing 2 Guo, Junyi 2 Huang, Yujuan 2 Li, Yongwu 2 Li, Zhong 2 Li, Ziqiang 2 Liang, Zhibin 2 Lindensjö, Kristoffer 2 Luo, Xiankang 2 Meng, Qingbin 2 Pérez Garmendia, Jose Luis 2 Tan, Jiyang 2 Wang, Ning 2 Wang, Wenyuan 2 Weng, Chengguo 2 Xiao, Helu 2 Yaegashi, Yuta 2 Yang, Chen 2 Yao, Haixiang 2 Yoshioka, Yumi 2 Young, Virginia R. 2 Zhou, Ming 2 Zhou, Xiaowen 2 Zhou, Zhongbao 2 Zhu, Huiming 1 Alia, Ishak 1 Avanzi, Benjamin 1 Bai, Lihua 1 Baltas, Ioannis D. 1 Bäuerle, Nicole 1 Bayraktar, Erhan 1 Brachetta, Matteo 1 Buckley, Winston S. 1 Cai, Jun 1 Castañer, Anna 1 Ceci, Claudia 1 Chen, Lv 1 Chen, Xu 1 Chen, Yan 1 Chen, Zhiping 1 Cheng, Yangjin 1 Cheung, Eric C. K. 1 Chighoub, Farid 1 Claramunt, M. Mercè 1 Cui, Chaoran 1 Deng, Yingchun 1 Deng, Yinglu 1 Dimitrova, Dimitrina S. 1 Du, Ziping 1 Eckert, Johanna 1 Ernst, Philip A. 1 Fan, Kun 1 Frangos, Nikos E. 1 Gao, Rui 1 Gao, Yanwei 1 Gathy, Maude 1 Gatzert, Nadine 1 Gu, Ai-Lin 1 Guo, Xianping 1 Hamagami, Kunihiko 1 Hata, Hiroaki 1 Imerman, Michael B. 1 Janeček, Karel ...and 66 more Authors all top 5 Cited in 36 Serials 31 Insurance Mathematics & Economics 13 Journal of Industrial and Management Optimization 6 European Journal of Operational Research 5 Journal of Optimization Theory and Applications 5 Communications in Statistics. Theory and Methods 5 Discrete Dynamics in Nature and Society 4 Journal of Computational and Applied Mathematics 3 Computers & Mathematics with Applications 3 Acta Mathematicae Applicatae Sinica. English Series 3 Scandinavian Actuarial Journal 2 Applied Mathematics and Computation 2 Journal of Applied Probability 2 Optimization 2 Mathematical Methods of Operations Research 2 Methodology and Computing in Applied Probability 2 Applied Stochastic Models in Business and Industry 2 The ANZIAM Journal 2 ASTIN Bulletin 2 Science China. Mathematics 2 Mathematical Control and Related Fields 1 Advances in Applied Probability 1 Mathematical Methods in the Applied Sciences 1 Automatica 1 SIAM Journal on Control and Optimization 1 Statistics & Probability Letters 1 Annals of Operations Research 1 Stochastic Processes and their Applications 1 Applied Mathematics. Series B (English Edition) 1 Mathematical Problems in Engineering 1 Journal of Inequalities and Applications 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Applied Mathematics and Computing 1 SIAM Journal on Financial Mathematics 1 Journal of Mathematics in Industry 1 Journal of the Operations Research Society of China 1 Journal of Function Spaces all top 5 Cited in 12 Fields 106 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 59 Systems theory; control (93-XX) 52 Probability theory and stochastic processes (60-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 10 Statistics (62-XX) 10 Operations research, mathematical programming (90-XX) 2 Numerical analysis (65-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 General topology (54-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX) Citations by Year