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l Wang, Y., Zhang, L. and Yin, K., (2012) “Behavioral patterns of Chinese stock funds: Evidence from closed growth stock funds”, Tsinghua Science and Technology Vol. 52, 260-264 (in Chinese)
l Sun, L., Zhang, L. (2011) “Optimal Consumption and Investment under Irrational Beliefs”, Journal of Industrial and Management Optimization, Vol 7,139-156.
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l Chen, B., Zhang, L. and Zhao, L (2010), “On the Robustness of Longevity Risk Pricing”, Insurance: Mathematics and Economics 47, 358-373
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l Ng, KW, Yang, H. and Zhang, L.H., (2006) “Upper Bounds for Ruin Probability under Compound Filtered Poisson Models”, International Journal of Statistics and System Vol.1 No. 2, 191-201.
l Yang, J., Cheng, S. and Zhang, L.H., (2006) “Bivariate Copula Decomposition in Terms of Comontonicity, Countermonotocity and Independence”. Insurance: Mathematics and Economics 39, 267-284.
l Yang Hailiang. & Zhang L.H. (2006) “Ruin Problems for a Discrete Time Risk Model with Random Interest Rate”, Mathematical Methods of Operations Research Vol 63, No. 2, 287-299.
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l Yang H. & Zhang, L.H., (2005) “Optimal Investment for Insurer with Jump-Diffusion Risk Process”, Insurance: Mathematics and Economics 37(3), 615-634
l Ng KW, Yang H. & Zhang L.H., (2004) “Ruin Probability under Compound Poisson Models with Random Discount Factor”, Probability in Engineering and Informational Sciences, 18, 2004, 55-70
l Yang H. & Zhang L.H., (2003)“Martingale Method for Ruin Probability in an Autoregressive Model with Constant Interest Rate”, Probability in Engineering and Informational Sciences, 17, 2003, 183-198
l Yang H. & Zhang L.H., (2001) “The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force”, North American Actuarial Journal 5(3): 92-103.
l Yang H. & Zhang L.H, (2001) “On the Distribution of Surplus Immediately after Ruin under Interest Force”, Insurance: Mathematics & Economics, Vol. 29, Issue 2, 247-255.
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