Optimal investment for insurer with jump-diffusion risk process H Yang, L Zhang Insurance: Mathematics and Economics 37 (3), 615-634, 2005 | 358 | 2005 |

Precise large deviations for sums of random variables with consistently varying tails KW Ng, Q Tang, JA Yan, H Yang Journal of Applied Probability, 93-107, 2004 | 159 | 2004 |

Optimal investment for an insurer to minimize its probability of ruin CS Liu, H Yang North American Actuarial Journal 8 (2), 11-31, 2004 | 153 | 2004 |

Non-exponential bounds for ruin probability with interest effect included H Yang Scandinavian Actuarial Journal 1999 (1), 66-79, 1999 | 136 | 1999 |

Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model P Chen, H Yang, G Yin Insurance: Mathematics and Economics 43 (3), 456-465, 2008 | 133 | 2008 |

On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach TK Siu, H Tong, H Yang North American Actuarial Journal 8, 17-31, 2004 | 119 | 2004 |

A note on the dividends-penalty identity and the optimal dividend barrier HU Gerber, XS Lin, H Yang ASTIN Bulletin: The Journal of the IAA 36 (2), 489-503, 2006 | 116 | 2006 |

Some results on ruin probabilities in a two-dimensional risk model WS Chan, H Yang, L Zhang Insurance: Mathematics and Economics 32 (3), 345-358, 2003 | 116 | 2003 |

Exponential stabilizability of stochastic systems with Markovian jumping parameters>>> altfn> This paper was not presented at any IFAC meeting. This paper was recommended for … EK Boukas, H Yang Automatica 35 (8), 1437-1441, 1999 | 97 | 1999 |

Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest J Cai, HU Gerber, H Yang North American Actuarial Journal 10 (2), 94-108, 2006 | 88 | 2006 |

Option pricing with regime switching by trinomial tree method FL Yuen, H Yang Journal of computational and applied mathematics 233 (8), 1821-1833, 2010 | 87 | 2010 |

Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs D Yao, H Yang, R Wang European Journal of Operational Research 211 (3), 568-576, 2011 | 86 | 2011 |

Spectrally negative Lévy processes with applications in risk theory H Yang, L Zhang Advances in Applied Probability, 281-291, 2001 | 82 | 2001 |

Absolute ruin probabilities in a jump diffusion risk model with investment HU Gerber, H Yang North American Actuarial Journal 11 (3), 159-169, 2007 | 72 | 2007 |

Maxima of sums of heavy-tailed random variables KW Ng, QH Tang, H Yang ASTIN Bulletin: The Journal of the IAA 32 (1), 43-55, 2002 | 69 | 2002 |

Pricing annuity guarantees under a regime-switching model XS Lin, KS Tan, H Yang North American Actuarial Journal 13 (3), 316-332, 2009 | 68 | 2009 |

Ruin in the perturbed compound Poisson risk process under interest force J Cai, H Yang Advances in Applied Probability 37 (3), 819-835, 2005 | 67 | 2005 |

Pricing currency options under two-factor Markov-modulated stochastic volatility models TK Siu, H Yang, JW Lau Insurance: Mathematics and Economics 43 (3), 295-302, 2008 | 65 | 2008 |

Markowitz's mean-variance asset–liability management with regime switching: A multi-period model P Chen, H Yang Applied Mathematical Finance 18 (1), 29-50, 2011 | 64 | 2011 |

Optimal control of manufacturing flow and preventive maintenance EK Boukas, H Yang IEEE Transactions on Automatic Control, 881-885, 1996 | 64 | 1996 |