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Shen, Yang

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Author ID: shen.yang Recent zbMATH articles by "Shen, Yang"
Published as: Shen, Y.; Shen, Yang
Documents Indexed: 68 Publications since 1986

Publications by Year

Citations contained in zbMATH

40 Publications have been cited 354 times in 269 Documents Cited by Year
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123
Shen, Yang; Zeng, Yan
32
2015
Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization. Zbl 1285.90068
Shen, Y.; Wen, Z.; Zhang, Yin
32
2014
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. Zbl 1296.93205
Shen, Yang; Meng, Qingxin; Shi, Peng
24
2014
The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem. Zbl 1279.49015
Shen, Yang; Siu, Tak Kuen
24
2013
Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105
Zhao, Hui; Shen, Yang; Zeng, Yan
23
2016
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132
Shen, Yang; Zeng, Yan
20
2014
Mean-variance portfolio selection under a constant elasticity of variance model. Zbl 1408.91203
Shen, Yang; Zhang, Xin; Siu, Tak Kuen
16
2014
Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach. Zbl 1312.49028
Meng, Qingxin; Shen, Yang
14
2015
Energy stability of thermocapillary convection in a model of the float- zone crystal-growth process. Zbl 0706.76049
Shen, Y.; Neitzel, G. P.; Jankowski, D. F.; Mittelmann, H. D.
13
1990
Longevity bond pricing under stochastic interest rate and mortality with regime-switching. Zbl 1291.91212
Shen, Yang; Siu, Tak Kuen
12
2013
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching. Zbl 1264.91129
Shen, Yang; Siu, Tak Kuen
11
2013
Torsion of a functionally graded material. Zbl 1423.74410
Shen, Yang; Chen, Yongjie; Li, Li
10
2016
Mean-variance portfolio selection in a complete market with unbounded random coefficients. Zbl 1377.93180
Shen, Yang
10
2015
Pricing annuity guarantees under a double regime-switching model. Zbl 1318.91111
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
10
2015
On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer. Zbl 1390.91170
Chen, Lv; Shen, Yang
9
2018
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339
Li, Danping; Shen, Yang; Zeng, Yan
9
2018
Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193
Shen, Yang; Wei, Jiaqin
9
2016
Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139
Zhao, Qian; Shen, Yang; Wei, Jiaqin
9
2014
Semi-active vibration control schemes for suspension systems using magnetorheological dampers. Zbl 1182.70074
Shen, Y.; Golnaraghi, M. F.; Heppler, G. R.
9
2006
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. Zbl 1367.60088
Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan
7
2017
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model. Zbl 1290.60066
Shen, Yang; Siu, Tak Kuen
6
2013
Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model. Zbl 1362.93168
Shen, Yang; Siu, Tak Kuen
4
2017
Pricing dynamic fund protection under hidden Markov models. Zbl 07067564
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
3
2018
An FFT approach for option pricing under a regime-switching stochastic interest rate model. Zbl 1369.91178
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
3
2017
Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model. Zbl 1414.91389
Siu, Tak Kuen; Shen, Yang
3
2017
Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083
Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei
3
2016
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. Zbl 1369.91195
Shen, Yang; Sherris, Michael; Ziveyi, Jonathan
3
2016
Optimal control for stochastic delay evolution equations. Zbl 1347.49040
Meng, Qingxin; Shen, Yang
3
2016
A revisit to stochastic near-optimal controls: the critical case. Zbl 1327.93420
Meng, Qingxin; Shen, Yang
3
2015
An efficient algorithm to determine fractal dimensions of point sets. Zbl 0969.37529
Füchslin, R. M.; Shen, Y.; Meier, P. F.
3
2001
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework. Zbl 1425.91217
Chen, Lv; Shen, Yang
2
2019
Lifetime asset allocation with idiosyncratic and systematic mortality risks. Zbl 1416.91221
Shen, Yang; Sherris, Michael
2
2018
On a class of projective Ricci flat Finsler metrics. Zbl 1399.53029
Cheng, X.; Shen, Y.; Ma, X.
2
2017
On relation between geometric momentum and annihilation operators on a two-dimensional sphere. Zbl 1282.81116
Liu, Q. H.; Shen, Y.; Xun, D. M.; Wang, X.
2
2013
SDU: a semidefinite programming-based underestimation method for stochastic global optimization in protein docking. Zbl 1366.90233
Paschalidis, Ioannis Ch.; Shen, Yang; Vakili, Pirooz; Vajda, Sandor
2
2007
Finite element analysis of V-ribbed belts using neural network based hyperelastic material model. Zbl 1349.74280
Shen, Y.; Chandrashekhara, K.; Breig, W. F.; Oliver, L. R.
2
2005
A probability distribution and convergence of the consistency index u in the analytic hierarchy process. Zbl 0714.60012
Shen, Y.
2
1990
A new multiscale algorithm for solving second order boundary value problems. Zbl 1442.65135
Zheng, Yaqin; Lin, Yingzhen; Shen, Yang
1
2020
Bond and option pricing for interest rate model with clustering effects. Zbl 1400.91626
Zhang, Xin; Xiong, Jie; Shen, Yang
1
2018
Simulation of crack propagation in fiber-reinforced bulk metallic glasses. Zbl 1183.74243
Zheng, G. P.; Shen, Y.
1
2010
A new multiscale algorithm for solving second order boundary value problems. Zbl 1442.65135
Zheng, Yaqin; Lin, Yingzhen; Shen, Yang
1
2020
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework. Zbl 1425.91217
Chen, Lv; Shen, Yang
2
2019
On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer. Zbl 1390.91170
Chen, Lv; Shen, Yang
9
2018
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339
Li, Danping; Shen, Yang; Zeng, Yan
9
2018
Pricing dynamic fund protection under hidden Markov models. Zbl 07067564
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
3
2018
Lifetime asset allocation with idiosyncratic and systematic mortality risks. Zbl 1416.91221
Shen, Yang; Sherris, Michael
2
2018
Bond and option pricing for interest rate model with clustering effects. Zbl 1400.91626
Zhang, Xin; Xiong, Jie; Shen, Yang
1
2018
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. Zbl 1367.60088
Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan
7
2017
Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model. Zbl 1362.93168
Shen, Yang; Siu, Tak Kuen
4
2017
An FFT approach for option pricing under a regime-switching stochastic interest rate model. Zbl 1369.91178
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
3
2017
Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model. Zbl 1414.91389
Siu, Tak Kuen; Shen, Yang
3
2017
On a class of projective Ricci flat Finsler metrics. Zbl 1399.53029
Cheng, X.; Shen, Y.; Ma, X.
2
2017
Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105
Zhao, Hui; Shen, Yang; Zeng, Yan
23
2016
Torsion of a functionally graded material. Zbl 1423.74410
Shen, Yang; Chen, Yongjie; Li, Li
10
2016
Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193
Shen, Yang; Wei, Jiaqin
9
2016
Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083
Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei
3
2016
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. Zbl 1369.91195
Shen, Yang; Sherris, Michael; Ziveyi, Jonathan
3
2016
Optimal control for stochastic delay evolution equations. Zbl 1347.49040
Meng, Qingxin; Shen, Yang
3
2016
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123
Shen, Yang; Zeng, Yan
32
2015
Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach. Zbl 1312.49028
Meng, Qingxin; Shen, Yang
14
2015
Mean-variance portfolio selection in a complete market with unbounded random coefficients. Zbl 1377.93180
Shen, Yang
10
2015
Pricing annuity guarantees under a double regime-switching model. Zbl 1318.91111
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
10
2015
A revisit to stochastic near-optimal controls: the critical case. Zbl 1327.93420
Meng, Qingxin; Shen, Yang
3
2015
Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization. Zbl 1285.90068
Shen, Y.; Wen, Z.; Zhang, Yin
32
2014
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. Zbl 1296.93205
Shen, Yang; Meng, Qingxin; Shi, Peng
24
2014
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132
Shen, Yang; Zeng, Yan
20
2014
Mean-variance portfolio selection under a constant elasticity of variance model. Zbl 1408.91203
Shen, Yang; Zhang, Xin; Siu, Tak Kuen
16
2014
Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139
Zhao, Qian; Shen, Yang; Wei, Jiaqin
9
2014
The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem. Zbl 1279.49015
Shen, Yang; Siu, Tak Kuen
24
2013
Longevity bond pricing under stochastic interest rate and mortality with regime-switching. Zbl 1291.91212
Shen, Yang; Siu, Tak Kuen
12
2013
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching. Zbl 1264.91129
Shen, Yang; Siu, Tak Kuen
11
2013
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model. Zbl 1290.60066
Shen, Yang; Siu, Tak Kuen
6
2013
On relation between geometric momentum and annihilation operators on a two-dimensional sphere. Zbl 1282.81116
Liu, Q. H.; Shen, Y.; Xun, D. M.; Wang, X.
2
2013
Simulation of crack propagation in fiber-reinforced bulk metallic glasses. Zbl 1183.74243
Zheng, G. P.; Shen, Y.
1
2010
SDU: a semidefinite programming-based underestimation method for stochastic global optimization in protein docking. Zbl 1366.90233
Paschalidis, Ioannis Ch.; Shen, Yang; Vakili, Pirooz; Vajda, Sandor
2
2007
Semi-active vibration control schemes for suspension systems using magnetorheological dampers. Zbl 1182.70074
Shen, Y.; Golnaraghi, M. F.; Heppler, G. R.
9
2006
Finite element analysis of V-ribbed belts using neural network based hyperelastic material model. Zbl 1349.74280
Shen, Y.; Chandrashekhara, K.; Breig, W. F.; Oliver, L. R.
2
2005
An efficient algorithm to determine fractal dimensions of point sets. Zbl 0969.37529
Füchslin, R. M.; Shen, Y.; Meier, P. F.
3
2001
Energy stability of thermocapillary convection in a model of the float- zone crystal-growth process. Zbl 0706.76049
Shen, Y.; Neitzel, G. P.; Jankowski, D. F.; Mittelmann, H. D.
13
1990
A probability distribution and convergence of the consistency index u in the analytic hierarchy process. Zbl 0714.60012
Shen, Y.
2
1990
all top 5

Cited by 516 Authors

21 Shen, Yang
10 Siu, Tak Kuen
8 Wei, Jiaqin
8 Zhao, Hui
7 Li, Danping
7 Sun, Zhongyang
7 Zeng, Yan
6 Rong, Ximin
5 Chen, Ping
5 Dong, Yinghui
5 Jin, Zhuo
5 Wang, Rongming
5 Weng, Chengguo
5 Yuen, Kam Chuen
4 Chen, Lv
4 Hafayed, Mokhtar
4 Meng, Qingxin
4 Qian, Linyi
4 Zhang, Xin
3 Faghidian, S. Ali
3 Fan, Kun
3 Gu, Ailing
3 Guan, Guohui
3 Li, Zhongfei
3 Liu, Zaiming
3 Ma, Heping
3 Mittelmann, Hans Detlef
3 Neitzel, G. Paul
3 Tan, Ken Seng
3 Wang, Ning
3 Wang, Tianxiao
3 Wu, Jinbiao
3 Zhao, Qian
2 A, Chunxiang
2 Abba, Abdelmadjid
2 Abbas, Syed
2 Agram, Nacira
2 Amberg, Gustav
2 Blake, David
2 Bo, Lijun
2 Cao, Jiling
2 Chang, Hao
2 Ching, Wai-Ki
2 Darbon, Jerome
2 Deepa, R. Acharya
2 Desai, Jitamitra
2 Guo, Junyi
2 Hieber, Peter
2 Hsiao, Chao-Yin
2 Jankowski, Daniel F.
2 Jeon, Junkee
2 Ma, Shiqian
2 MacMinn, Richard D.
2 Monti, Rodolfo
2 Muthukumar, Palanisamy
2 Osher, Stanley Joel
2 Pan, Jian
2 Roslan, Teh Raihana Nazirah
2 Savino, Raffaele
2 Shang, Fanhua
2 Shen, Yongjun
2 Shen, Yuan
2 Socolowsky, Jürgen
2 Su, Jianxi
2 Sun, Jingyun
2 Tangman, Désiré Yannick
2 Tembine, Hamidou
2 Teng, Chin-Kun
2 Viens, Frederi G.
2 Wang, Chung-Shing
2 Wang, Guangchen
2 Wang, Guojing
2 Wang, Kai
2 Wang, Wei
2 Wang, Yongjin
2 Wong, Hoi Ying
2 Wu, Chongfeng
2 Wu, Sang
2 Yam, Sheung Chi Phillip
2 Yan, Tingjin
2 Yan, Xiaodong
2 Yang, Hailiang
2 Yang, Shaopu
2 Yang, Xinfeng
2 Yang, Zhouwang
2 Yi, Bo
2 Yin, Wotao
2 Young, Virginia R.
2 Zhang, Feng
2 Zhang, Nan
2 Zhang, Qiang
2 Zhang, Wenjun
2 Zhou, Qing
2 Zhou, Xiangying
2 Zhu, Jinxia
1 Aghayeva, Charkaz
1 Ahmed, Nasir Uddin
1 Akgöz, Bekir
1 Alfredsson, Per Henrik
1 Alia, Ishak
...and 416 more Authors
all top 5

Cited in 106 Serials

40 Insurance Mathematics & Economics
18 Journal of Computational and Applied Mathematics
9 Journal of Industrial and Management Optimization
7 International Journal of Control
7 International Journal of Engineering Science
7 Automatica
7 Scandinavian Actuarial Journal
6 Mathematical Problems in Engineering
6 Optimization Methods & Software
6 Journal of Systems Science and Complexity
5 Journal of Vibration and Control
4 Applied Mathematics and Optimization
4 European Journal of Operational Research
4 Physics of Fluids
3 Journal of Computational Physics
3 Journal of Mathematical Analysis and Applications
3 Chaos, Solitons and Fractals
3 Journal of Optimization Theory and Applications
3 Systems & Control Letters
3 Journal of Scientific Computing
3 European Journal of Control
3 Discrete Dynamics in Nature and Society
3 International Journal of Theoretical and Applied Finance
3 Advances in Difference Equations
3 Science China. Mathematics
3 Mathematical Control and Related Fields
3 Communications in Mathematics and Statistics
2 Advances in Applied Probability
2 Computers & Mathematics with Applications
2 Physics of Fluids, A
2 Applied Mathematics and Computation
2 Information Sciences
2 SIAM Journal on Control and Optimization
2 Optimization
2 Journal of Economic Dynamics & Control
2 Mathematical and Computer Modelling
2 Neural Networks
2 Japan Journal of Industrial and Applied Mathematics
2 Stochastic Processes and their Applications
2 Computational Optimization and Applications
2 Mathematical Methods of Operations Research
2 Journal of Inequalities and Applications
2 Methodology and Computing in Applied Probability
2 ASTIN Bulletin
2 North American Actuarial Journal
2 AMM. Applied Mathematics and Mechanics. (English Edition)
1 International Journal for Numerical Methods in Fluids
1 Information Processing Letters
1 Journal of Mathematical Physics
1 Journal of the Mechanics and Physics of Solids
1 Lithuanian Mathematical Journal
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Applied Probability
1 Journal of Differential Equations
1 Journal of Multivariate Analysis
1 Mathematics of Operations Research
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Bulletin of the Korean Mathematical Society
1 Statistics & Probability Letters
1 Operations Research Letters
1 Circuits, Systems, and Signal Processing
1 Chinese Annals of Mathematics. Series B
1 Stochastic Analysis and Applications
1 Acta Applicandae Mathematicae
1 Applied Mathematics Letters
1 International Journal of Mathematics
1 Annals of Operations Research
1 Applications of Mathematics
1 Computational Statistics
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 Computational Statistics and Data Analysis
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Advances in Engineering Software
1 SIAM Journal on Scientific Computing
1 The Journal of Analysis
1 International Journal of Computer Vision
1 Computational and Applied Mathematics
1 International Journal of Numerical Methods for Heat & Fluid Flow
1 Turkish Journal of Mathematics
1 Complexity
1 Bernoulli
1 INFORMS Journal on Computing
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Vietnam Journal of Mathematics
1 European Journal of Mechanics. A. Solids
1 European Journal of Mechanics. B. Fluids
1 Journal of Dynamical and Control Systems
1 The ANZIAM Journal
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
1 Decisions in Economics and Finance
1 International Journal of Wavelets, Multiresolution and Information Processing
1 Fuzzy Optimization and Decision Making
1 International Journal of Geometric Methods in Modern Physics
1 Journal of Biological Dynamics
1 Frontiers of Mathematics in China
1 Mathematics and Financial Economics
1 Discrete and Continuous Dynamical Systems. Series S
1 Algorithms
...and 6 more Serials

Citations by Year