Personal Information

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.