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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

Portfolio selection problem with multiple risky assets under the constant elasticity of variance model

Zhao, Hui; Rong, Ximin - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 179-190

Persistent link: https://www.econbiz.de/10009501687

Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk

Li, Danping; Rong, Ximin; Zhao, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 28-44

Persistent link: https://www.econbiz.de/10011396861

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

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

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

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

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

Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein-Uhlenbeck process

Dong, Xue; Rong, Ximin; Zhao, Hui - In: Scandinavian actuarial journal 2023 (2023) 6, pp. 565-597

Persistent link: https://www.econbiz.de/10014383862

Robust Equilibrium Excess-of-Loss Reinsurance and CDS Investment Strategies for a Mean-Variance Insurer with Ambiguity Aversion

Zhao, Hui - 2018

This paper considers the robust equilibrium reinsurance and investment strategies for an ambiguity-averse insurer under a dynamic mean-variance criterion. The insurer is allowed to purchase excess-of-loss reinsurance and invest in a financial market consisting of a risk-free asset and a credit...

Persistent link: https://www.econbiz.de/10012912416