Search Results - "Yao, Dingjun"

Does the development of digital inclusive finance improve the enthusiasm and quality of corporate green technology innovation? by Xu, Rui, Yao, Dingjun, Zhou, Ming

“…Clarifying the impact of digital inclusive finance (DIF) on green technology innovation is of great practical significance to promote the high-quality…”
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Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs by Yao, Dingjun, Yang, Hailiang, Wang, Rongming

“…In this paper we consider the dividend payments and capital injections control problem in a dual risk model. Such a model might be appropriate for a company…”
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Pricing of Equity Indexed Annuity under Fractional Brownian Motion Model by Xu, Lin, Yao, Dingjun, Shen, Guangjun

“…Fractional Brownian motion with Hurst exponent H ∈ ( 1 / 2 , 1 ) is a good candidate for modeling financial time series with long-range dependence and…”
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Optimal reinsurance under a new design: two layers and multiple reinsurers by Yao, Dingjun, Zhu, Jinxia

“…We investigate the optimal reinsurance problem considering a more realistic two-layer design involving excess-of-loss reinsurance and multiple reinsurers…”
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Joint distributions of some actuarial random vectors for the Cox risk model by Lin, Xu, Rongming, Wang, Dingjun, Yao

“…The main purpose of this paper was to investigate the joint distributions of some actuarial vectors that contain the ruin time for the Cox risk model. Joint…”
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Time series forecasting of stock market indices based on DLWR-LSTM model by Yao, Dingjun, Yan, Kai

“…•This paper aims to study the prediction of China A-share index.•The DLWR model is used to stratify the original stock index data into trend layer and…”
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How does fintech influence carbon emissions: Evidence from China's prefecture-level cities by Cheng, Xiaoqiang, Yao, Dingjun, Qian, Yuanyuan, Wang, Bin, Zhang, Deliang

“…We investigate how fintech development affects carbon emissions using the panel data of 253 prefecture-level cities in China from 2011 to 2019. We employ the…”
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The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails by Wei, Jiaqin, Wang, Rongming, Yao, Dingjun

“…In contrast with the classical Cramér-Lundberg model where the premium process is a linear function of time, we consider the ruin probability under the risk…”
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Optimal investment and reinsurance to reach a bequest goal with random time solvency regulation by Xu, Lin, Fan, Kun, Wang, Minghan, Yao, Dingjun

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The equilibrium strategy of insurance companies’ dividends and reinsurance games by Yang, Bo, Wang, Yizhi, Yao, Dingjun, Wang, Yueyang, Xu, Xin

“…We investigated the optimal risk management strategies of an insurance company within a two-player non-cooperative differential game framework. The key feature…”
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Optimal dividend and risk control strategies for an insurer when there are multiple reinsurers with different risk attitudes by Yao, Dingjun, Zhou, Hua, Cheng, Gongpin

“…Suppose that insurer can control dividend, refinancing and reinsurance strategies dynamically. Different from the past, there are multiple reinsurers rather…”
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Optimal investment and reinsurance for an insurer under Markov-modulated financial market by Xu, Lin, Zhang, Liming, Yao, Dingjun

“…This study examines optimal investment and reinsurance policies for an insurer with the classical surplus process. It assumes that the financial market is…”
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Optimal time for the excess of loss reinsurance with fixed costs by Li, Peng, Zhou, Ming, Yao, Dingjun

“…We consider the optimal excess of loss reinsurance for an insurance company facing a constant fixed cost when reinsurance contract is signed. To maximize the…”
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Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence by Yang, Bo, Song, Ruili, Yao, Dingjun, Cheng, Gongpin

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Bridging the Financing Gap for Unlisted Science and Technology-Based SMEs in China: A Comprehensive Evaluation Framework by Yao, Dingjun, Ding, Ruhao, Chen, Jiahui, Liao, Yilin

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Optimal dividend and risk control strategies for an insurer with two groups of reinsurers by Yao, Dingjun, Xu, Rui, Cheng, Gongpin, Fan, Kun

“…This paper assumes that an insurer can control the dividend, reinsurance and refinancing strategies dynamically, and needs to bear proportional and fixed…”
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Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon by Zhao, Yongxia, Wang, Rongming, Yao, Dingjun, Chen, Ping

“…This paper investigates an optimal dividend and capital injection problem in the dual model with a random horizon. Both fixed and proportional costs from the…”
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Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle by Yao, Dingjun, Yang, Hailiang, Wang, Rongming

“…In this paper we study the combined optimal dividend, capital injection and reinsurance problems in a dynamic setting. The reinsurance premium is assumed to be…”
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Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle by Yao, Dingjun, Wang, Rongming, Xu, Lin

“…This article supposes that a large insurance company can control its surplus process by reinsurance, paying dividends, or injecting capitals. The exponential…”
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Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin by Zhao, Yongxia, Wang, Rongming, Yao, Dingjun

“…In this paper, we consider the dividends and equity issuances control problem in the perturbed dual model under a penalty for ruin. Transaction costs are…”
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