The maximum principle for a jump-diffusion mean-field model and its application to the mean–variance problem Y Shen, TK Siu Nonlinear Analysis: Theory, Methods & Applications 86, 58-73, 2013 | 54 | 2013 |

Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance Y Shen, Q Meng, P Shi Automatica 50, 1565-1579, 2014 | 51 | 2014 |

Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process Y Shen, Y Zeng Insurance: Mathematics and Economics 62, 118-137, 2015 | 38 | 2015 |

Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach Q Meng, Y Shen Journal of Computational and Applied Mathematics 279, 13-30, 2014 | 29 | 2014 |

Optimal investment–reinsurance with delay for mean–variance insurers: A maximum principle approach Y Shen, Y Zeng Insurance: Mathematics and Economics 57, 1-12, 2014 | 28 | 2014 |

Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching Y Shen, TK Siu Operations Research Letters 41 (2), 180-187, 2013 | 25 | 2013 |

Longevity bond pricing under stochastic interest rate and mortality with regime-switching Y Shen, TK Siu Insurance: Mathematics and Economics 52 (1), 114-123, 2013 | 25 | 2013 |

Option Valuation Under a Double Regime‐Switching Model Y Shen, K Fan, TK Siu Journal of Futures Markets 34 (5), 451-478, 2014 | 23 | 2014 |

Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security H Zhao, Y Shen, Y Zeng Journal of Mathematical Analysis and Applications 437 (2), 1036-1057, 2016 | 22 | 2016 |

Optimal investment-consumption-insurance with random parameters Y Shen, J Wei Scandinavian Actuarial Journal 2016 (1), 37-62, 2016 | 22 | 2016 |

Mean–variance portfolio selection under a constant elasticity of variance model Y Shen, X Zhang, TK Siu Operations Research Letters 42, 337-342, 2014 | 22 | 2014 |

Pricing bond options under a Markovian regime-switching Hull–White model Y Shen, TK Siu Economic Modelling 30, 933-940, 2013 | 22 | 2013 |

Asset allocation under stochastic interest rate with regime switching Y Shen, TK Siu Economic Modelling 29 (4), 1126-1136, 2012 | 22 | 2012 |

Pricing annuity guarantees under a double regime-switching model K Fan, Y Shen, TK Siu, R Wang Insurance: Mathematics and Economics 62, 62-78, 2015 | 19 | 2015 |

Consumption-Investment Strategies with Non-Exponential Discounting and Logarithmic Utility Q Zhao, Y Shen, J Wei European Journal of Operational Research 238, 824–835, 2014 | 16 | 2014 |

Pricing foreign equity options with regime-switching K Fan, Y Shen, TK Siu, R Wang Economic Modelling 37, 296-305, 2014 | 15 | 2014 |

Time-Consistent Investment-Reinsurance Strategies Towards Joint Interests of the Insurer and the Reinsurer Under CEV Models H Zhao, C Weng, Y Shen, Y Zeng Science China Mathematics 60 (2), 317–344, 2017 | 11 | 2017 |

Mean–variance portfolio selection in a complete market with unbounded random coefficients Y Shen Automatica 55, 165-175, 2015 | 11 | 2015 |

Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model Y Shen, TK Siu Insurance: Mathematics and Economics 53 (3), 757-768, 2013 | 10 | 2013 |

Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility D Li, Y Shen, Y Zeng Insurance: Mathematics and Economics 78, 72-86, 2018 | 8 | 2018 |