| Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance Y Shen, Q Meng, P Shi Automatica 50, 1565-1579, 2014 | 158 | 2014 |
| Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process Y Shen, Y Zeng Insurance: Mathematics and Economics 62, 118-137, 2015 | 140 | 2015 |
| On a new paradigm of optimal reinsurance: A stochastic Stackelberg differential game between an insurer and a reinsurer L Chen, Y Shen ASTIN Bulletin: The Journal of the IAA 48 (2), 905-960, 2018 | 120 | 2018 |
| The maximum principle for a jump-diffusion mean-field model and its application to the mean–variance problem Y Shen, TK Siu Nonlinear Analysis: Theory, Methods & Applications 86, 58-73, 2013 | 108 | 2013 |
| Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework L Chen, Y Shen Insurance: Mathematics and Economics 88, 120-137, 2019 | 106 | 2019 |
| Optimal investment–reinsurance with delay for mean–variance insurers: A maximum principle approach Y Shen, Y Zeng Insurance: Mathematics and Economics 57, 1-12, 2014 | 102 | 2014 |
| Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security H Zhao, Y Shen, Y Zeng Journal of Mathematical Analysis and Applications 437 (2), 1036-1057, 2016 | 84 | 2016 |
| Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility D Li, Y Shen, Y Zeng Insurance: Mathematics and Economics 78, 72-86, 2018 | 77 | 2018 |
| Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach Q Meng, Y Shen Journal of Computational and Applied Mathematics 279, 13-30, 2014 | 75 | 2014 |
| Optimal investment-consumption-insurance with random parameters Y Shen, J Wei Scandinavian Actuarial Journal 2016 (1), 37-62, 2016 | 65 | 2016 |
| Mean–variance portfolio selection under a constant elasticity of variance model Y Shen, X Zhang, TK Siu Operations Research Letters 42, 337-342, 2014 | 53 | 2014 |
| Longevity bond pricing under stochastic interest rate and mortality with regime-switching Y Shen, TK Siu Insurance: Mathematics and Economics 52 (1), 114-123, 2013 | 51 | 2013 |
| Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model A Gu, FG Viens, Y Shen Scandinavian Actuarial Journal 2020 (4), 342-375, 2020 | 50 | 2020 |
| Time-Consistent Investment-Reinsurance Strategies Towards Joint Interests of the Insurer and the Reinsurer Under CEV Models H Zhao, C Weng, Y Shen, Y Zeng Science China Mathematics 60 (2), 317–344, 2017 | 50 | 2017 |
| Mean–variance portfolio selection in a complete market with unbounded random coefficients Y Shen Automatica 55, 165-175, 2015 | 49 | 2015 |
| Pricing annuity guarantees under a double regime-switching model K Fan, Y Shen, TK Siu, R Wang Insurance: Mathematics and Economics 62, 62-78, 2015 | 47 | 2015 |
| Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching Y Shen, TK Siu Operations Research Letters 41 (2), 180-187, 2013 | 46 | 2013 |
| Option Valuation Under a Double Regime‐Switching Model Y Shen, K Fan, TK Siu Journal of Futures Markets 34 (5), 451-478, 2014 | 42 | 2014 |
| Mean–variance asset–liability management problem under non-Markovian regime-switching models Y Shen, J Wei, Q Zhao Applied Mathematics & Optimization 81 (3), 859-897, 2020 | 41 | 2020 |
| Equilibrium investment strategy for a DC pension plan with learning about stock return predictability P Wang, Y Shen, L Zhang, Y Kang Insurance: Mathematics and Economics 100, 384-407, 2021 | 39 | 2021 |
Yan ZengLingnan (University) College, Sun Yat-Sen UniversityVerified email at mail.sysu.edu.cn
