Phillip Yam

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Alain BensoussanUniversity of Texas at Dallas and City University Hong KongAdresse e-mail validée de utdallas.edu
Ka Chun CheungDepartment of Statistics and Actuarial Science, The University of Hong KongAdresse e-mail validée de hku.hk
Hailiang YangXi'an Jiaotong-Liverpool University & The University of Hong KongAdresse e-mail validée de hku.hk
Zheng ZhangAssociate Professor, Institute of Statistics & Big Data, Renmin University of ChinaAdresse e-mail validée de ruc.edu.cn
John Alexander WrightSenior Lecturer, Department of Statistics, The Chinese University of Hong KongAdresse e-mail validée de sta.cuhk.edu.hk
W. ZhouJ.P.Morgan ChaseAdresse e-mail validée de jpmorgan.com
Eddie HuiProfessor, Department of Building and Real Estate, The Hong Kong Polytechnic UniversityAdresse e-mail validée de polyu.edu.hk
Wing Fung ChongHeriot-Watt UniversityAdresse e-mail validée de hw.ac.uk
P. Jameson GraberBaylor UniversityAdresse e-mail validée de baylor.edu
Yiying ZhangDepartment of Mathematics; Southern University of Science and TechnologyAdresse e-mail validée de sustech.edu.cn
Laurent MertzCity University of Hong KongAdresse e-mail validée de cityu.edu.hk
Ki Wai ChauUniversity of GroningenAdresse e-mail validée de rug.nl
Jiaqin WeiMacquarie UniversityAdresse e-mail validée de mq.edu.au
tembineProfessor of AI @UQTRAdresse e-mail validée de uqtr.ca
Boualem DjehicheProfessor of Mathematical Statistics at KTH Royal Institute of TechnologyAdresse e-mail validée de math.kth.se
Tuen Wai NgProfessor,The University of Hong KongAdresse e-mail validée de maths.hku.hk
harry zhengimperial collegeAdresse e-mail validée de imperial.ac.uk
Thomas CassProfessor of Mathematics, Imperial College LondonAdresse e-mail validée de imperial.ac.uk
Dhaene JanOrdinary Professor Actuarial Science, KU LeuvenAdresse e-mail validée de kuleuven.be
Tony SitThe Chinese University of Hong KongAdresse e-mail validée de sta.cuhk.edu.hk

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Phillip Yam

Department of Statistics, Chinese University of Hong Kong

Adresse e-mail validée de sta.cuhk.edu.hk - Page d'accueil

Actuarial Science Mathematical Finance Probability and Statistics Applied Mathematics: PDEs and Optimization Control Theory


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Mean field games and mean field type control theory A Bensoussan, J Frehse, P Yam Springer 101, 113, 2013	1006	2013
Linear-quadratic mean field games A Bensoussan, KCJ Sung, SCP Yam, SP Yung Journal of Optimization Theory and Applications 169, 496-529, 2016	335	2016
Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting KCG Chan, SCP Yam, Z Zhang Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016	247	2016
The master equation in mean field theory A Bensoussan, J Frehse, SCP Yam Journal de Mathématiques Pures et Appliquées 103 (6), 1441-1474, 2015	200	2015
A class of non-zero-sum stochastic differential investment and reinsurance games A Bensoussan, CC Siu, SCP Yam, H Yang Automatica 50 (8), 2025-2037, 2014	148	2014
Mean field games with a dominating player A Bensoussan, MHM Chau, SCP Yam Applied Mathematics & Optimization 74, 91-128, 2016	111	2016
On the interpretation of the master equation A Bensoussan, J Frehse, SCP Yam Stochastic Processes and their Applications 127 (7), 2093-2137, 2017	105	2017
Optimal reinsurance under general law-invariant risk measures KC Cheung, KCJ Sung, SCP Yam, SP Yung Scandinavian Actuarial Journal 2014 (1), 72-91, 2014	105	2014
Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach J Wei, KC Wong, SCP Yam, SP Yung Insurance: Mathematics and Economics 53 (1), 281-291, 2013	89	2013
Well-posedness of mean-field type forward–backward stochastic differential equations A Bensoussan, SCP Yam, Z Zhang Stochastic Processes and their Applications 125 (9), 3327-3354, 2015	76	2015
Time-consistent portfolio selection under short-selling prohibition: From discrete to continuous setting A Bensoussan, KC Wong, SCP Yam, SP Yung SIAM Journal on Financial Mathematics 5 (1), 153-190, 2014	69	2014
Mean field Stackelberg games: Aggregation of delayed instructions A Bensoussan, MHM Chau, SCP Yam SIAM Journal on Control and Optimization 53 (4), 2237-2266, 2015	67	2015
Oracle, multiple robust and multipurpose calibration in a missing response problem KCG Chan, SCP Yam	65	2014
Linear-quadratic mean field Stackelberg games with state and control delays A Bensoussan, MHM Chau, Y Lai, SCP Yam SIAM Journal on Control and Optimization 55 (4), 2748-2781, 2017	53	2017
Behavioral optimal insurance KCJ Sung, SCP Yam, SP Yung, JH Zhou Insurance: Mathematics and Economics 49 (3), 418-428, 2011	52	2011
A Test for the Equality of Multiple Sharpe Ratios SP Wright, J. A., Yam, S. C. P., and Yung Journal of Risk 16 (4), 2014	50	2014
Control problem on space of random variables and master equation A Bensoussan, SCP Yam ESAIM: Control, Optimisation and Calculus of Variations 25, 10, 2019	49*	2019
Optimal proportional reinsurance and investment with regime-switching for mean–variance insurers P Chen, SCP Yam Insurance: Mathematics and Economics 53 (3), 871-883, 2013	45	2013
Risk-adjusted Bowley reinsurance under distorted probabilities KC Cheung, SCP Yam, Y Zhang Insurance: Mathematics and Economics 86, 64-72, 2019	41	2019
Valuing equity-linked death benefits in a regime-switching framework CC Siu, SCP Yam, H Yang ASTIN Bulletin: The Journal of the IAA 45 (2), 355-395, 2015	41	2015

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