Hailiang Yang, Professor, Department of
Financial and Actuarial Mathematics, The University of xi’an Jiaotong-liverpool.
EDUCATION
1995 M.Math., Actuarial Science, University
of Waterloo
1993 Ph.D., Statistics and Applied
Probability, University of Alberta
1982 B.Sc., Mathematics, Inner Mongolia
University(China)
SELECTED
PUBLICATIONS
1. Net Reserve Calculation
for Whole Life Insurance under Mean-reverting Stochastic Interest Rate Models. / Lyu, Haoqi; Yang, Hailiang.In: Asia-Pacific Journal of Risk
and Insurance, 06.01.2025.
2. Pricing CDS Index Tranche
under Contagion Model with Regime Switching. /
Qian, Jiayuan; Wang, Guojin; Yang, Hailiang.In: Applied and Computational
Mathematics , 22.02.2025.
3. Textual Analysis of
Insurance Claims with Large Language Models. /
Li, Dongchen; Jin, Zhuo; Qian, Linyi et al.In: Journal of Risk and
Insurance, 05.03.2025.
4. Super-replication of
life-contingent options under the Black–Scholes framework. / Ng, Ze-An ; Koh, You-Beng ; Loo, Tee-How et al.In: Journal
of Applied Probability, Vol. 61, No. 4, 10, 01.12.2024, p. 1263–1277.
5. SVM-Jacobi for fitting
linear combinations of exponential distributions with applications to finance
and insurance. / Han, Xixuan; Wei, Boyu; Yang,
Hailiang et al.In: Applied Stochastic Models in Business and
Industry, Vol. 40, No. 5, 11, 16.10.2024, p. 1402-1432.
6. SVM-Jacobi for fitting
linear combinations of exponential distributions with applications to finance
and insurance. / Han, Xixuan; Wei, Boyu; Yang,
Hailiang et al.In: Applied Stochastic Models in Business and
Industry, Vol. 40, No. 5, 11, 16.10.2024, p. 1402-1432.
7. IME's Editorial Board. / Kaas, Rob; Laeven, Roger ; Lin, Sheldon et al.In: Insurance:
Mathematics and Economics, Vol. 113, No. 1, 10, 01.11.2023, p. 198-198.
8. Target benefit versus
defined contribution scheme: a multi-period framework. / Chen, Ping; Yao, Haixiang; Yang, Hailiang et
al.In: ASTIN Bulletin, Vol. 53, No. 3, 3, 16.09.2023, p. 545-579.
9. Valuation of cliquet-style
guarantees with death benefits. /
Yong, Yaodi; Yang, Hailiang.In: Journal of Industrial and Management
Optimization, Vol. 19, No. 1, 17, 15.01.2023, p. 359-375.