| Valuing equity-linked death benefits in general exponential Lévy models Z Zhang, Y Yong, W Yu Journal of Computational and Applied Mathematics 365, 112377, 2020 | 56 | 2020 |
| Valuing guaranteed minimum death benefits by cosine series expansion W Yu, Y Yong, G Guan, Y Huang, W Su, C Cui Mathematics 7 (9), 835, 2019 | 40 | 2019 |
| Estimating the Gerber–Shiu function in the perturbed compound Poisson model by Laguerre series expansion W Su, Y Yong, Z Zhang Journal of Mathematical Analysis and Applications 469 (2), 705-729, 2019 | 26 | 2019 |
| Valuing guaranteed equity-linked contracts by Laguerre series expansion Z Zhang, Y Yong Journal of Computational and Applied Mathematics 357, 329-348, 2019 | 20 | 2019 |
| Credibility theory for variance premium principle Y Yong, P Zeng, Y Zhang North American Actuarial Journal, 1-33, 2024 | 1 | 2024 |
| Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model W Su, Y Yong Statistics & Probability Letters 205, 109962, 2024 | | 2024 |
| Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery Y Yong, KC Cheung, Y Zhang ASTIN Bulletin: The Journal of the IAA, 1-29, 2024 | | 2024 |
| Valuation of cliquet-style guarantees with death benefits. Y Yong, H Yang Journal of Industrial & Management Optimization 19 (1), 2023 | | 2023 |
| Valuation of Cliquet-Style Guarantees with Death Benefits in Jump Diffusion Models Y Yong, H Yang Mathematics 9 (16), 2011, 2021 | | 2021 |
