1，谭激扬，杨善朝，离散时间的双Poisson模型的破产概率， 应用概率统计21(2005)，235-243.
2, Jiyang Tan, Xiangqun Yang.The compound binomial model with randomized decisions on paying dividends. Insurance: Mathematics and Economics 2006, 39:1-18.
3, Jiyang Tan, Xiangqun Yang, Approximation for ruin probability in the Sparre Andersen model with interest, Acta Mathematicae ApplicataeSinica, 22(2006), 333-344.
4，谭激扬，杨向群，正整数保费率的复合二项模型的Gerber-Shiu罚金函数。系统科学与数学，30(2010), 1102-1110.
5，Jiyang Tan, Xiangqun Yang, Youcai Zhang, and Shaoyue Liu，The Dividend Problems for Compound Binomial Model with Stochastic Return on Investments，Nonlinear Maths for Uncertainty and its Appli., AISC 100, pp. 239 -246, Springer-Verlag Berlin Heidelberg 2011.
6，Jiyang Tan, Xiangqun Yang, The compound binomial model with a constant dividend barrier and periodically paid dividends, J Syst Sci Complex (2012) 25: 167-177.
7，Jiyang Tan, Lin Xiao, Shaoyue Liu, Xiangqun Yang, Dividend-Reinsurance Strategy in the Sparre Andersen Model, Acta Mathematica Sinica, English Series，29(2): 405-416, 2013.
8, Ziqiang Li; Zhuojun Tian; Yanfang Xie; Rong Huang; Jiyang Tan, A knowledge-based heuristic particle swarm optimization approach with adjustment strategy for weighted circles packing problem, Computers and Mathematics with Applications 66 (2013) 1758-1769.
9, Jiyang Tan; Xiangqun Yang, Optimal Dividend Strategy in Compound Binomial Model with Bounded Dividend Rates, Acta Mathematicae Applicatae Sinica, English Series 30(4): 859-870, 2014.
10, Jiyang Tan; Pingtian Yuan; Yangjin Cheng; Ziqiang Li, Optimal dividend strategy in discrete Sparre Andersen model with bounded dividend rates, Journal of Computational and Applied Mathematics 258 (2014) 1-16.
11, Ziqiang Li; Xianfeng Wang; Jiyang Tan; YishouWang, A Quasiphysical and Dynamic Adjustment Approach for Packing the Orthogonal Unequal Rectangles in a Circle with a Mass Balance: Satellite Payload Packing, Mathematical Problems in Engineering, Volume 2014: 1-16, Article ID 657170.
12, Chun li; Jiyang Tan; Hanjun Zhang; Ziqiang Li, Optimal control strategy for dividend-payments in a risk model with stochastic premiums, International Journal of Applied Mathematics and Statistics, 52(7): 147-156, 2014.
13, Jiyang Tan; Li Deng; Xiangqun Yang, Reinsurance for reset guarantee in the Sparre Andersen model, 湘潭大学学报自然科学2013,(2):1-9.
14, 苏肖妮；谭激扬，具有常红利边界的复合马尔可夫二项模型，经济数学29(4): 94-98, 2012.
15, 邓丽；谭激扬，复合二项对偶模型的最优分红问题，经济数学，34(4):102-106, 2014.
16, Jiyang Tan, Xiangqun Yang, Ziqiang Li, Yangjin Cheng, A Markov decision problem in a risk model with interest rate and Markovian environment, Science China Mathematics, 59(1): 191-204, 2016.
17, Jiyang Tan, Chun Li, Ziqiang Li, Xiangqun Yang, Bicheng Zhang, Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates, Mathematical Methods of Operations Research, 82: 61-83, 2015.
18, Jiyang Tan, Yuhui Ma, Hanjun Zhang, Ziqiang Li, Xiangqun Yang, Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties, Communications in Statistics - Theory and Methods, 2017,46(10):5072-5092.
19, XiXi Yang, Jiyang Tan, Hanjun Zhang,Ziqiang Li, An optimal control problem in a risk model with stochastic premiums and periodic dividend payments, Asia-Pacific Journal of operational research,2017, 34(3): 1740043,1-18.
20, 游凌云; 谭激扬; 黎自强; 张汉君, 复合二项对偶模型中的周期性分红问题，数学物理学报，2017(04):751-766.
21, 袁森林,谭激扬. 生存概率控制下的周期性红利优化问题. 系统科学与数学,2018,38(2): 195-209.
22，Jiyang Tan， Senlin Yuan, A dividend optimization problem with constraint of survival probability in a Markovian environment model, Communications in Statistics - Theory and Methods, DOI: 10.1080/03610926.2019.1705981, 2019
23，李琪，谭激扬，胡丽敏，离散更新风险模型中的最优投资与红利策略，应用概率统计，36(3): 277-294, 2000
24, Jiyang Tan, Yang Yang，et. al. A consistent estimation of optimal dividend strategy in a risk model with delayed claims, Communications in Statistics - Simulation and Computation, DOI: 10.1080/03610918.2020.1818096, 2000