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Yanfei Bai

An integrated large-scale photonic accelerator with ultralow latency
2025 · Shiyue Hua, Erwan Divita, et al. · Nature · 200
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A hybrid stochastic differential reinsurance and investment game with bounded memory
2021 · Yanfei Bai, Zhongbao Zhou, et al. · European Journal of Operational Research · 66
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A Stackelberg reinsurance–investment game with asymmetric information and delay
2020 · Yanfei Bai, Zhongbao Zhou, et al. · Optimization · 35
Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns
2019 · Helu Xiao, Zhongbao Zhou, et al. · Communication in Statistics- Theory and Methods · 14
A non-zero-sum reinsurance-investment game with delay and asymmetric information
2020 · Zhongbao Zhou, Yanfei Bai, et al. · Journal of Industrial and Management Optimization · 9
Bayesian Inference for Optimal Risk Hedging Strategy Using Put Options With Stock Liquidity
2019 · Rui Gao, Yaqiong Li, et al. · IEEE Access · 8
Nash Equilibrium Investment-Reinsurance Strategies for an Insurer and a Reinsurer with Intertemporal Restrictions and Common Interests
2020 · Yanfei Bai, Zhongbao Zhou, et al. · Mathematics · 7
Numerical pricing of exchange option with stock liquidity under Bayesian statistical method
2020 · Rui Gao, Yaqiong Li, et al. · Communication in Statistics- Theory and Methods · 6
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
2021 · Yanfei Bai, Zhongbao Zhou, et al. · Mathematical Methods of Operations Research · 5
The evaluation of artificial filling in loess areas by in-situ tests based on statistical analysis
2021 · Yongguo Yao, Yuchuan Zhang, et al. · Environmental Earth Sciences · 5
Time-Consistent Investment-Reinsurance Strategies for the Insurer and the Reinsurer under the Generalized Mean-Variance Criteria
2019 · Helu Xiao, Tiantian Ren, et al. · Mathematics · 5
Statistical Computing with Integrated Photonics System
2019 · Yichen Shen, Yanfei Bai · OptoElectronics and Communications Conference and International Conference on Photonics in Switching and Computing (OECC/PSC) · 3
A novel method of calculating the engagement length of cutting edge in five-axis machining
2019 · Juan Du, Hongying Zhi, et al. · The International Journal of Advanced Manufacturing Technology · 3
An LSTM-based model for evaluation of the risk of ground collapse in coal mining area
2021 · YongLi Xie, Zhen Chen, et al. · International Conference on Neural Networks, Information and Communication Engineering (NNICE) · 2
Pricing quanto options with market liquidity risk
2023 · Rui Gao, Yanfei Bai · PLoS ONE · 1
Posterior inference on Quanto option pricing model with liquidity-adjustment
2022 · Rui Gao, Yanfei Bai · Research Square · 1
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Research on the Multi-party Hybrid Game of Investment and Reinsurance Influenced by a Large Investor
2026 · Yanfei Bai, Jiahui Mu, et al.
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A Stackelberg reinsurance-investment game with derivatives trading
2023 · Rui Gao, Yanfei Bai · Boundary Value Problems
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Study on the early-warning platform of dairy industry damage in China
2013 · Yanfei Bai, Fang Liu, et al.
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Works count: 19
Citation count: 367
H-index: 7
I10-index: 4
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