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 | 9 | 2014 |
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 | 7 | 2015 |
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 | 6 | 2016 |
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 | 3 | 2019 |
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 | 2 | 2020 |
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 |