Yang Shen - Publications, H-index & Citations

Yang Shen

Macquarie University

26H指数

114论文数

1.9K被引数

收录论文 16

发表时间

Financing aged care with home equity allowing for government age pension and aged care support 通过房屋净值为老年护理融资，并考虑政府老年养老金和老年护理支持

INSURANCE MATHEMATICS & ECONOMICS

IF2.2

2025-12-01

OAAI

Lyu, Lingfeng; Shen, Yang; Sherris, Michael; Ziveyi, Jonathan

Optimal hedging of longevity risks for group self-annuity portfolios 长寿风险对团体自养年金投资组合的最优对冲

JOURNAL OF RISK AND INSURANCE

IF1.7

2025-10-01

OAAI

Shen, Yang; Sherris, Michael; Wang, Yawei; Ziveyi, Jonathan

Mean-variance investment and reinsurance optimization with stochastic interest rate and volatility 均值-方差投资与再保险优化：考虑随机利率与波动率

QUANTITATIVE FINANCE

IF1.4

2025-10-01

PREAI

Bian, Lihua; Shen, Yang; Zhang, Wenjun; Zou, Bin

Dynamic derivative-based pension investment with stochastic volatility: A behavioral perspective 基于动态衍生品和随机波动率的养老金投资：行为视角

INSURANCE MATHEMATICS & ECONOMICS

IF2.2

2025-09-01

PREAI

Chen, Zheng; Li, Zhongfei; Zeng, Yan; Shen, Yang

Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates 死亡率随机且相关的死亡率池产品的风险分担规则

ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION

IF0

2025-09-01

OAAI

Zhou, Yuxin; Garces, Len Patrick Dominic; Shen, Yang; Sherris, Michael; Ziveyi, Jonathan

Pareto-optimal risk exchange in a continuous-time economy: Application to target benefit pension 连续时间经济中的帕累托最优风险交换：在目标收益养老金中的应用

ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION

IF0

2025-09-01

PREAI

Tao, Cheng; Shen, Yang; Siu, Tak Kuen

Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2025-04-01

OAAI

Garces, Len Patrick Dominic M.; Shen, Yang

The miR-196b Regulates the Response of Ionizing Radiation by Modulating HR23B Levels in Gastrointestinal Cancer Cells

INTERNATIONAL JOURNAL OF RADIATION ONCOLOGY BIOLOGY PHYSICS

IF6.5

2016-10-01

PREAI

Cao, Y. J.; Shen, Y. N.; Kim, S. H.; Li-Ming, X.; Gong, L. L.; Wang, Z. Q.; Ren, K.; Yuan, Z.; Zhao, L.

Valuing commodity options and futures options with changing economic conditions 随着经济条件的变化对商品期权和期货期权进行估值

ECONOMIC MODELLING

IF4.7

2015-12-01

PREAI

Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming

Mean-variance portfolio selection in a complete market with unbounded random coefficients 具有无界随机系数的完全市场中的均值-方差投资组合选择

AUTOMATICA

IF5.9

2015-05-01

PREAI

Shen, Yang

Consumption-investment strategies with non-exponential discounting and logarithmic utility

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2014-11-01

PREAI

Zhao, Qian; Shen, Yang; Wei, Jiaqin

Novel inhibitors of peritoneal seeding

EUROPEAN JOURNAL OF CANCER

IF7.1

2014-11-01

PREAI

Shen, Y.; Li, X. L.; Lu, X.; Kuwada, S.

Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance 平均场跳扩散随机延迟微分方程的最大值原理及其在金融中的应用

AUTOMATICA

IF5.9

2014-06-01

108

OAAI

Shen, Yang; Meng, Qingxin; Shi, Peng

Pricing foreign equity options with regime-switching

ECONOMIC MODELLING

IF4.7

2014-02-01

PREAI

Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming

Pricing bond options under a Markovian regime-switching Hull-White model

ECONOMIC MODELLING

IF4.7

2013-01-01

PREAI

Shen, Yang; Siu, Tak Kuen

Asset allocation under stochastic interest rate with regime switching

ECONOMIC MODELLING

IF4.7

2012-07-01

PREAI

Shen, Yang; Siu, Tak Kuen

研究方向