The following pages link to Xi-Min Rong (Q1789865):
Displayed 14 items.
- Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
- Optimal investment problem between two insurers with value-added service (Q5078487) (← links)
- Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
- The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model (Q5382690) (← links)
- On the constant elasticity of variance model for the utility maximization problem with multiple risky assets (Q5382722) (← links)
- (Q5383708) (← links)
- On the first hitting times to boundary of the reflected O-U process with two-sided barriers (Q5400692) (← links)
- (Q5483137) (← links)
- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
- Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model (Q6105532) (← links)
- Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645) (← links)
- Target benefit pension plan with longevity risk and intergenerational equity (Q6163454) (← links)
- Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028) (← links)
- Optimal investment problem for a hybrid pension with intergenerational risk-sharing and longevity trend under model uncertainty (Q6425462) (← links)