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Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework
AA Pantelous, L Yang
Insurance: Mathematics and Economics 59, 133-143, 2014
92014
Robust H-infinity control for a premium pricing model with a predefined portfolio strategy
AA Pantelous, L Yang
ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B …, 2015
72015
Robust Stability, Stabilisation and H-Infinity Control for Premium-Reserve Models in a Markovian Regime Switching Discrete-Time Framework
L Yang, AA Pantelous, H Assa
ASTIN Bulletin: The Journal of the IAA 46 (3), 747-778, 2016
62016
Delay-Dependent Robust Stability Analysis for Premium-Reserve Models in an Arbitrary Regime Switching Discrete-Time Framework
R Li, AA Pantelous, L Yang
ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A …, 2019
32019
Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework
R Li, AA Pantelous, L Yang
Journal of Computational and Applied Mathematics 368, 112592, 2020
22020
Robust LMI stability, stabilization and H∞ control for premium pricing models in a Markovian regime switching discrete-time framework
L Yang, AA Pantelous, H Assa, J Rantala
2015
Linear robust H-infinity stochastic control theory on the insurance premium-reserve processes
L Yang
University of Liverpool, 2015
2015
Robust LMI stability of a premium pricing model into a discrete-time stochastic framework
AA Pantelous, L Yang
Vulnerability, Uncertainty, and Risk: Quantification, Mitigation, and …, 2014
2014
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