The following pages link to Rong-Ming Wang (Q170585):
Displaying 50 items.
- (Q223757) (redirect page) (← links)
- Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (Q380466) (← links)
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Optimal financing and dividend strategies in a dual model with proportional costs (Q620016) (← links)
- Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
- Pricing dynamic fund protections with regime switching (Q896790) (← links)
- (Q925962) (redirect page) (← links)
- Exponential bounds for ruin probability in two moving average risk models with constant interest rate (Q925963) (← links)
- Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
- On the consistency of credibility premiums regarding Esscher principle (Q939340) (← links)
- On the distributions of two classes of multiple dependent aggregate claims (Q951757) (← links)
- On the Markov-modulated insurance risk model with tax (Q977310) (← links)
- Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (Q984903) (← links)
- On maximizing the expected terminal utility by investment and reinsurance (Q1008787) (← links)
- Set-valued stationary processes (Q1372223) (← links)
- Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
- Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474) (← links)
- Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) (← links)
- Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- (Q1868806) (redirect page) (← links)
- A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain (Q1868807) (← links)
- Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
- Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Cox risk model with variable premium rate and stochastic return on investment (Q2348956) (← links)
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (Q2358313) (← links)
- Optimal dividends and capital injections for a spectrally positive Lévy process (Q2358466) (← links)
- Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
- Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (Q2438431) (← links)
- On the distribution of surplus immediately after ruin under interest force and subexponential claims (Q2485537) (← links)
- Upper bounds for ruin probabilities in an autoregressive risk model with a Markov chain interest rate (Q2494606) (← links)
- On dividend strategies with non-exponential discounting (Q2513612) (← links)
- Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667) (← links)
- Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
- (Q2709341) (← links)
- (Q2767464) (← links)
- Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687) (← links)
- Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles (Q2815351) (← links)
- Optimal risk and dividend control of an insurance company with exponential premium principle and liquidation value (Q2833708) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838) (← links)
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (Q2979011) (← links)
- (Q3014808) (← links)
