| Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling X Zhang, H Meng, Y Zeng Insurance: Mathematics and Economics 67, 125-132, 2016 | 65 | 2016 |
| On optimal reinsurance, dividend and reinvestment strategies H Meng, TK Siu Economic Modelling 28 (1), 211-218, 2011 | 54 | 2011 |
| Optimal reinsurance arrangements in the presence of two reinsurers Y Chi, H Meng Scandinavian Actuarial Journal 2014 (5), 424-438, 2014 | 52 | 2014 |
| A reinsurance game between two insurance companies with nonlinear risk processes H Meng, S Li, Z Jin Insurance: Mathematics and Economics 62, 91-97, 2015 | 47 | 2015 |
| Optimal risk control for the excess of loss reinsurance policies H Meng, X Zhang ASTIN Bulletin: The Journal of the IAA 40 (1), 179-197, 2010 | 44 | 2010 |
| Optimal mixed impulse-equity insurance control problem with reinsurance H Meng, TK Siu SIAM Journal on Control and Optimization 49 (1), 254-279, 2011 | 43 | 2011 |
| Optimal insurance risk control with multiple reinsurers H Meng, TK Siu, H Yang Journal of Computational and Applied Mathematics 306, 40-52, 2016 | 27 | 2016 |
| Optimal dividends with debts and nonlinear insurance risk processes H Meng, TK Siu, H Yang Insurance: Mathematics and Economics 53 (1), 110-121, 2013 | 20 | 2013 |
| Optimal reinsurance policies with two reinsurers in continuous time H Meng, M Zhou, TK Siu Economic Modelling 59, 182-195, 2016 | 18 | 2016 |
| Impulse control of proportional reinsurance with constraints H Meng, TK Siu International Journal of Stochastic Analysis 2011, 2011 | 13 | 2011 |
| The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion H Meng, C Zhang, R Wu Applied Stochastic Models in Business and Industry 23 (4), 273-291, 2007 | 12 | 2007 |
| OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES H Meng, M Zhou, TK Siu Probability in the Engineering and Informational Sciences 30 (2), 224-243, 2016 | 10 | 2016 |
| Optimal impulse control with variance premium principle H MENG Scientia Sinica Mathematica 43 (9), 925-939, 2013 | 10 | 2013 |
| Optimal portfolio in a continuous-time self-exciting threshold model H Meng, FL Yuen, TK Siu, H Yang American Institute of Mathematical Sciences, 2013 | 9 | 2013 |
| Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes H Meng, TK Siu Stochastic Analysis and Applications 32 (2), 191-206, 2014 | 8 | 2014 |
| A note on optimal insurance risk control with multiple reinsurers H Meng, TK Siu, H Yang Journal of Computational and Applied Mathematics 319, 38-42, 2017 | 6 | 2017 |
| On the expected discounted penalty function in a delayed-claims risk model H Meng, G Wang Acta Mathematicae Applicatae Sinica (English Series) 28 (2), 215-224, 2012 | 6 | 2012 |
