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Author ID: yao.dingjun Recent zbMATH articles by "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

Publications by Year

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 1237.91143
Yao, Dingjun; Yang, Hailiang; Wang, Rongming
45
2011
On maximizing the expected terminal utility by investment and reinsurance. Zbl 1158.91400
Xu, Lin; Wang, Rongming; Yao, Dingjun
21
2008
Optimal financing and dividend strategies in a dual model with proportional costs. Zbl 1218.93112
Yao, Dingjun; Yang, Hailiang; Wang, Rongming
15
2010
Optimal investment and reinsurance for an insurer under Markov-modulated financial market. Zbl 1394.91238
Xu, Lin; Zhang, Liming; Yao, Dingjun
12
2017
Optimal dividends and capital injections in the dual model with a random time horizon. Zbl 1341.49021
Zhao, 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 1360.91097
Zhao, Yongxia; Wang, Rongming; Yao, Dingjun
5
2016
Optimal dividend and reinsurance strategies with financing and liquidation value. Zbl 1390.91218
Yao, Dingjun; Yang, Hailiang; Wang, Rongming
4
2016
Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle. Zbl 1411.91326
Yao, Dingjun; Wang, Rongming; Xu, Lin
4
2017
Ruin problems with stochastic premium stochastic return on investments. Zbl 1148.60067
Wang, 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 1281.93108
Yao, 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 1174.91523
Yao, Dingjun; Wang, Rongming; Xu, Lin
2
2008
Upper bounds for ruin probabilities in two dependent risk models under rates of interest. Zbl 1226.91082
Yao, Dingjun; Wang, Rongming
2
2010
Optimal stochastic investment games under Markov regime switching market. Zbl 1282.91314
Xu, Lin; Wang, Rongming; Yao, Dingjun
2
2014
Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance. Zbl 1448.91269
Xu, 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 1438.91117
Xu, Lin; Yao, Dingjun; Cheng, Gongpin
1
2020
Optimal investment and consumption for an insurer with high-watermark performance fee. Zbl 1394.91237
Xu, Lin; Wang, Hao; Yao, Dingjun
1
2015
Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs. Zbl 1412.91039
Cheng, Gongpin; Wang, Rongming; Yao, Dingjun
1
2018
Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle. Zbl 1415.91168
Yao, Dingjun; Fan, Kun
1
2018
The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tails. Zbl 1153.60338
Wei, Jiaqin; Wang, Rongming; Yao, Dingjun
1
2008
Exponential bounds for ruin probability in two moving average risk models with constant interest rate. Zbl 1143.62071
Yao, Ding Jun; Wang, Rong Ming
1
2008
Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. Zbl 1307.93470
Yao, Dingjun; Wang, Rongming; Xu, Lin
1
2015
Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance. Zbl 1448.91269
Xu, 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 1438.91117
Xu, Lin; Yao, Dingjun; Cheng, Gongpin
1
2020
Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs. Zbl 1412.91039
Cheng, Gongpin; Wang, Rongming; Yao, Dingjun
1
2018
Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle. Zbl 1415.91168
Yao, Dingjun; Fan, Kun
1
2018
Optimal investment and reinsurance for an insurer under Markov-modulated financial market. Zbl 1394.91238
Xu, Lin; Zhang, Liming; Yao, Dingjun
12
2017
Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle. Zbl 1411.91326
Yao, Dingjun; Wang, Rongming; Xu, Lin
4
2017
Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin. Zbl 1360.91097
Zhao, Yongxia; Wang, Rongming; Yao, Dingjun
5
2016
Optimal dividend and reinsurance strategies with financing and liquidation value. Zbl 1390.91218
Yao, Dingjun; Yang, Hailiang; Wang, Rongming
4
2016
Optimal dividends and capital injections in the dual model with a random time horizon. Zbl 1341.49021
Zhao, Yongxia; Wang, Rongming; Yao, Dingjun; Chen, Ping
11
2015
Optimal investment and consumption for an insurer with high-watermark performance fee. Zbl 1394.91237
Xu, Lin; Wang, Hao; Yao, Dingjun
1
2015
Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. Zbl 1307.93470
Yao, 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 1281.93108
Yao, Dingjun; Wang, Rongming; Xu, Lin
3
2014
Optimal stochastic investment games under Markov regime switching market. Zbl 1282.91314
Xu, Lin; Wang, Rongming; Yao, Dingjun
2
2014
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs. Zbl 1237.91143
Yao, Dingjun; Yang, Hailiang; Wang, Rongming
45
2011
Optimal financing and dividend strategies in a dual model with proportional costs. Zbl 1218.93112
Yao, Dingjun; Yang, Hailiang; Wang, Rongming
15
2010
Upper bounds for ruin probabilities in two dependent risk models under rates of interest. Zbl 1226.91082
Yao, Dingjun; Wang, Rongming
2
2010
On maximizing the expected terminal utility by investment and reinsurance. Zbl 1158.91400
Xu, 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 1174.91523
Yao, 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 1153.60338
Wei, Jiaqin; Wang, Rongming; Yao, Dingjun
1
2008
Exponential bounds for ruin probability in two moving average risk models with constant interest rate. Zbl 1143.62071
Yao, Ding Jun; Wang, Rong Ming
1
2008
Ruin problems with stochastic premium stochastic return on investments. Zbl 1148.60067
Wang, Rongming; Xu, Lin; Yao, Dingjun
3
2007
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

Citations by Year