World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
37
Citations
5527
World Ranking
2513
National Ranking
128

Overview

Hailiang Yang is affiliated with the University of Hong Kong in China and has contributed extensively to research across multiple fields including Engineering, Computer Science, and Materials Science. Their work spans numerous subfields such as Materials Chemistry, Artificial Intelligence, Electrical and Electronic Engineering, Computer Networks and Communications, and Mechanical Engineering.

Their publications demonstrate a focus on topics including:

  • Carbon and Quantum Dots Applications
  • Luminescence and Fluorescent Materials
  • Privacy-Preserving Technologies in Data
  • Nanocluster Synthesis and Applications
  • Insurance and Financial Risk Management
  • UAV Applications and Optimization
  • Surface Treatment and Residual Stress

Hailiang Yang has published research in notable venues, with multiple papers appearing in Small and the IEEE Internet of Things Journal. Other publication venues include the Journal of Risk & Insurance, the Journal of Manufacturing Processes, and Coatings.

Recent papers with their publication year and venue include:

  • Insurance fraud detection with unsupervised deep learning, 2021, Journal of Risk & Insurance
  • Aiding a Disaster Spot via Multi-UAV-Based IoT Networks: Energy and Mission Completion Time-Aware Trajectory Optimization, 2021, IEEE Internet of Things Journal
  • Numerical studies on laser impact welding: Smooth particle hydrodynamics (SPH), Eulerian, and SPH-Lagrange, 2021, Journal of Manufacturing Processes
  • Energy-Efficient Multiprocessor-Based Computation and Communication Resource Allocation in Two-Tier Federated Learning Networks, 2022, IEEE Internet of Things Journal
  • Microstructural Charactistics of Plasma Sprayed NiCrBSi Coatings and Their Wear and Corrosion Behaviors, 2021, Coatings

The scientist frequently collaborates with several coauthors in their research. Prominent frequent coauthors include:

  • Rukhsana Ruby
  • Longyue Zhang
  • D. Guo
  • Yaoping Hu
  • Kaishun Wu

Best Publications

  • Optimal investment for insurer with jump-diffusion risk process

    Hailiang Yang;Lihong Zhang

  • Optimal Investment for an Insurer to Minimize Its Probability of Ruin

    Chi Sang Liu;Hailiang Yang

  • Precise large deviations for sums of random variables with consistently varying tails

    Kai W. Ng;Qihe Tang;Jia-An Yan;Hailiang Yang

  • Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model

    Ping Chen;Hailiang Yang;George Yin

  • A class of non-zero-sum stochastic differential investment and reinsurance games

    Alain Bensoussan;Alain Bensoussan;Chi Chung Siu;Sheung Chi Phillip Yam;Hailiang Yang

  • Non-exponential Bounds for Ruin Probability with Interest Effect Included

    Hailiang Yang

  • Some results on ruin probabilities in a two-dimensional risk model

    Wai-Sum Chan;Hailiang Yang;Lianzeng Zhang

  • On pricing derivatives under GARCH models: a dynamic Gerber-Shiu's approach

    Tak Kuen Siu;Howell Tong;Hailiang Yang

  • A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier

    Hans U. Gerber;X. Sheldon Lin;Hailiang Yang

  • Option pricing with regime switching by trinomial tree method

    Fei Lung Yuen;Hailiang Yang

  • Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs

    Dingjun Yao;Hailiang Yang;Rongming Wang;Rongming Wang

  • Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps

    Danping Li;Yan Zeng;Hailiang Yang

  • Technical Communique: Exponential stabilizability of stochastic systems with Markovian jumping parameters> >>altfn>This paper was not presented at any IFAC meeting. This paper was recommended for publication in revised form by Editor Peter Dorato.

    E. K. Boukas;H. Yang

  • Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest

    Jun Cai;Hans U. Gerber;Hailiang Yang

  • Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model

    Ping Chen;Hailiang Yang

  • Pricing Annuity Guarantees Under a Regime-Switching Model

    X. Sheldon Lin;Ken Seng Tan;Hailiang Yang

  • Pricing currency options under two-factor Markov-modulated stochastic volatility models

    Tak Kuen Siu;Hailiang Yang;John W. Lau

  • Spectrally negative Lévy processes with applications in risk theory

    Hailiang Yang;Lianzeng Zhang

  • Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment

    Hans U. Gerber;Hailiang Yang

  • The Omega model: from bankruptcy to occupation times in the red

    Hans U. Gerber;Hans U. Gerber;Elias S. W. Shiu;Hailiang Yang

  • MAXIMA OF SUMS OF HEAVY-TAILED RANDOM VARIABLES

    K.W. Ng;Q.H. Tang;H. Yang

Frequent Co-Authors

Tak Kuen Siu
Tak Kuen Siu Macquarie University
Hans U. Gerber
Hans U. Gerber University of Lausanne
Robert J. Elliott
Robert J. Elliott University of Calgary
Zhimin Zhang
Zhimin Zhang Wayne State University
George Yin
George Yin University of Connecticut
Qihe Tang
Qihe Tang University of New South Wales
Howell Tong
Howell Tong London School of Economics and Political Science
El-Kébir Boukas
El-Kébir Boukas Polytechnique Montréal
Dilip B. Madan
Dilip B. Madan University of Maryland, College Park
Gordon E. Willmot
Gordon E. Willmot University of Waterloo

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