Yang Shen

1.9k total citations
83 papers, 1.4k citations indexed

About

Yang Shen is a scholar working on Demography, Finance and Economics and Econometrics. According to data from OpenAlex, Yang Shen has authored 83 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 52 papers in Demography, 50 papers in Finance and 29 papers in Economics and Econometrics. Recurrent topics in Yang Shen's work include Insurance, Mortality, Demography, Risk Management (51 papers), Stochastic processes and financial applications (48 papers) and Insurance and Financial Risk Management (18 papers). Yang Shen is often cited by papers focused on Insurance, Mortality, Demography, Risk Management (51 papers), Stochastic processes and financial applications (48 papers) and Insurance and Financial Risk Management (18 papers). Yang Shen collaborates with scholars based in Australia, China and Canada. Yang Shen's co-authors include Yan Zeng, Tak Kuen Siu, Chen Lv, Hui Zhao, Jiaqin Wei, Peng Shi, Danping Li, Xin Zhang, Michael Sherris and Jonathan Ziveyi and has published in prestigious journals such as Automatica, European Journal of Operational Research and Applied Soft Computing.

In The Last Decade

Yang Shen

74 papers receiving 1.3k citations

Peers

Yang Shen

FINAN

DEMOG

MSOR

CSE

Damir Filipović Switzerland

Tomas Björk Sweden

Yongzeng Lai Canada

Hoi Ying Wong Hong Kong

Huyên Pham France

X.Y. Zhou Hong Kong

Ričardas Zitikis Canada

Bruno Bouchard France

Ronnie Sircar United States

Sid Browne United States

Damir Filipović Switzerland

Yang Shen

2.4k ×2.7

FINAN

443 ×0.6

DEMOG

838 ×1.3

581 ×1.2

MSOR

122 ×1.2

CSE

Citations per year, relative to Yang Shen Yang Shen (= 1×) peers Damir Filipović

Countries citing papers authored by Yang Shen

Since Specialization

Citations

This map shows the geographic impact of Yang Shen's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Yang Shen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yang Shen more than expected).

Fields of papers citing papers by Yang Shen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yang Shen. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Yang Shen. The network helps show where Yang Shen may publish in the future.

Co-authorship network of co-authors of Yang Shen

This figure shows the co-authorship network connecting the top 25 collaborators of Yang Shen. A scholar is included among the top collaborators of Yang Shen based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Yang Shen. Yang Shen is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Shen, Yang, et al.. (2025). Optimal hedging of longevity risks for group self‐annuity portfolios. Journal of Risk & Insurance. 92(4). 1013–1058.

Shen, Yang, Zuowen Liao, & Dan Chen. (2025). Differential Evolution Deep Reinforcement Learning Algorithm for Dynamic Multiship Collision Avoidance with COLREGs Compliance. Journal of Marine Science and Engineering. 13(3). 596–596. 3 indexed citations

Shen, Yang, Zuowen Liao, Yichao Tian, et al.. (2025). Knowledge Assisted Differential Evolution Extreme Gradient Boost algorithm for estimating mangrove aboveground biomass. Applied Soft Computing. 172. 112838–112838. 4 indexed citations

Garces, Len Patrick Dominic M. & Yang Shen. (2024). Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. European Journal of Operational Research. 322(2). 693–712.

Shen, Yang, et al.. (2024). Optimal consumption and annuity equivalent wealth with mortality model uncertainty. Insurance Mathematics and Economics. 120. 159–188.

Liu, Jing, et al.. (2024). Effects of Forest Fires on Boreal Permafrost and Soil Microorganisms: A Review. Forests. 15(3). 501–501. 1 indexed citations

Chen, An, et al.. (2023). Life Reinsurance Under Perfect and Asymmetric Information. SSRN Electronic Journal. 1 indexed citations

Chen, An, et al.. (2023). Life reinsurance under perfect and asymmetric information. Scandinavian Actuarial Journal. 2024(7). 657–679.

Meng, Qingxin, et al.. (2022). Optimal Controls of Stochastic Differential Equations with Jumps and Random Coefficients: Stochastic Hamilton–Jacobi–Bellman Equations with Jumps. Applied Mathematics & Optimization. 87(1). 3 indexed citations

10.

Shen, Yang, et al.. (2020). Dynamic asset-liability management problem in a continuous-time model with delay. International Journal of Control. 95(5). 1315–1336. 28 indexed citations

11.

Shen, Yang, et al.. (2020). Portfolio selection with parameter uncertainty under α maxmin mean–variance criterion. Operations Research Letters. 48(6). 720–724. 6 indexed citations

12.

Zhao, Hui, et al.. (2019). Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean–variance insurer with ambiguity aversion. Insurance Mathematics and Economics. 88. 159–180. 19 indexed citations

13.

Zhang, Xin, Hui Meng, Jie Xiong, & Yang Shen. (2018). Robust optimal investment and reinsurance of an insurer under Jump-diffusion models. Mathematical Control and Related Fields. 9(1). 59–76. 7 indexed citations

14.

Li, Danping, Yang Shen, & Yan Zeng. (2017). Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility. Insurance Mathematics and Economics. 78. 72–86. 50 indexed citations

15.

Zhao, Hui, Yang Shen, & Yan Zeng. (2016). Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Journal of Mathematical Analysis and Applications. 437(2). 1036–1057. 62 indexed citations

16.

Shen, Yang & Tak Kuen Siu. (2016). Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model. Journal of Industrial and Management Optimization. 13(1). 23–46. 7 indexed citations

17.

Shen, Yang, et al.. (2014). Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach. Journal of Computational and Applied Mathematics. 279. 13–30. 40 indexed citations

18.

Shen, Yang, et al.. (2013). Pricing foreign equity options with regime-switching. Economic Modelling. 37. 296–305. 21 indexed citations

19.

Shen, Yang & Tak Kuen Siu. (2013). A stochastic maximum principle for backward control systems with random default time. International Journal of Control. 86(5). 953–965. 1 indexed citations

20.

Shen, Yang, et al.. (2013). Option Valuation Under a Double Regime‐Switching Model. Journal of Futures Markets. 34(5). 451–478. 25 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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