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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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Target benefit pension with longevity risk and stochastic interest rate valuation
Tao, Cheng; Rong, Ximin; Zhao, Hui - In: Insurance : mathematics and economics 120 (2025), pp. 285-301
Persistent link: https://www.econbiz.de/10015431899
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Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
Zhao, Hui; Rong, Ximin - In: Insurance 50 (2012) 1, pp. 179-190
Persistent link: https://www.econbiz.de/10009501687
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Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
Zhao, Hui; Rong, Ximin; Zhao, Yonggan - In: Insurance 53 (2013) 3, pp. 504-514
Persistent link: https://www.econbiz.de/10010227974
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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 with multiple risky assets under the constant elasticity of variance (CEV) model
Zhao, Hui; Rong, Ximin; Ma, Weiqin; Gao, Bo - In: Modern economy 3 (2012) 6, pp. 718-725
Persistent link: https://www.econbiz.de/10009720485
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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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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 72 (2017), pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
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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 64 (2015), pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
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Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai; Rong, Ximin; Shen, Yang; Zhao, Hui - In: Quantitative finance 21 (2021) 10, pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705