Yang Shen
Assistant Professor
Department of Mathematics and Statistics
York University
United States of America
Biography
Yang Shen is an assistant professor within the Department of Mathematics and Statistics at York University, Toronto, Ontario. He has completed his Ph.D. in Actuarial Studies from Macquarie University. His research area includes Actuarial Science, Financial Mathematics.
Research Interest
Actuarial Science, Financial Mathematics.
Publications
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Zhao H, Shen Y, Zeng Y(2016)Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security.Journal of Mathematical Analysis and Applications 437: 1036-57.
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Shen Y, Sherris M, Ziveyi J (2016) Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. Insurance: Mathematics and Economics 69:127-37.
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Chen L, Qian L, Shen Y, Wang W (2016) Constrained investment-reinsurance optimization with regime switching under variance premium principle.Insurance: Mathematics and Economics 71:253-67.
