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Stochastic control with inhomogeneous regime switching : application to consumption and investment with unemployment and reemployment
Tao, Cheng; Rong, Ximin; Zhao, Hui - In: Journal of mathematical economics 107 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014366223
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Mutual aid insurance with a three-state Markov chain
Ti, Ruotian; Rong, Ximin; Tao, Cheng; Zhao, Hui - In: Scandinavian actuarial journal 2024 (2024) 9, pp. 910-934
Persistent link: https://www.econbiz.de/10015188222
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Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo - In: Insurance / Mathematics & economics 72 (2017), pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
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On the constant elasticity of variance model for the utility maximization problem with multiple risky assets
Zhao, Hui; Rong, Ximin - In: IMA journal of management mathematics 28 (2017) 2, pp. 299-320
Persistent link: https://www.econbiz.de/10011723286
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The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
Li, Danping; Rong, Ximin; Zhao, Hui - In: IMA journal of management mathematics 27 (2016) 2, pp. 255-280
Persistent link: https://www.econbiz.de/10011567155
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Optimal investment problem for life insurance company by considering health-level
Chen, Jiachen; Rong, Ximin; Zhao, Hui - In: Modern economy 10 (2019) 4, pp. 1107-1120
Persistent link: https://www.econbiz.de/10012104774
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Optimal excess-of-loss reinsurance and investment problem for insurers with loss aversion
Sun, Qingya; Rong, Ximin; Zhao, Hui - In: Theoretical economics letters 9 (2019) 4, pp. 1129-1151
Persistent link: https://www.econbiz.de/10012023209
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Target benefit pension plan with longevity risk and intergenerational equity
Rong, Ximin; Tao, Cheng; Zhao, Hui - In: ASTIN bulletin : the journal of the International … 53 (2023) 1, pp. 84-103
Persistent link: https://www.econbiz.de/10014247645
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Optimal reinsurance-investment problem with default risk for an insurer under the constant elasticity of variance model
Yan, Yiqi; Rong, Ximin; Zhao, Hui - In: IMA journal of management mathematics 36 (2025) 1, pp. 135-160
Persistent link: https://www.econbiz.de/10015333133
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How does digital finance affect regional innovation capacity? : a spatial econometric analysis
Hui, Peng; Zhao, Hui; Liu, Desheng; Li, Ye - In: Economic modelling 122 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014388715