Xiang Lin

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal investment selection game problems for institutional investors under log returns	2024-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q5873320	2023-02-09	Paper
https://portal.mardi4nfdi.de/entity/Q5873344	2023-02-09	Paper
https://portal.mardi4nfdi.de/entity/Q5873444	2023-02-09	Paper
Optimal portfolio selection problem under relative return concerns	2022-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q5064989	2022-03-17	Paper
Competition among institutional investors and asset specialization in multi-period discrete time	2021-07-01	Paper
The excess-of-loss reinsurance strategy selection game between an insurer and a reinsurer	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q5128182	2020-10-27	Paper
Privacy preserving query over encrypted multidimensional massive data in cloud storage	2018-10-22	Paper
Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model	2018-08-27	Paper
Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model	2018-07-13	Paper
https://portal.mardi4nfdi.de/entity/Q3193559	2015-10-28	Paper
Optimal reinsurance and investment for a jump diffusion risk process under the CEV model	2014-07-19	Paper
Optimal investment and optimal reinsurance policy for jump-diffusion risk model	2014-06-30	Paper
Ruin probability and optimal investment and excess of loss reinsurance policy	2013-05-24	Paper
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process	2013-02-20	Paper
Optimal investment and reinsurance for risk models	2013-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q3110696	2012-01-27	Paper
Optimal investment and reinsurance in a jump diffusion risk model	2012-01-04	Paper
Ruin theory for classical risk process that is perturbed by diffusion with risky investments	2011-02-22	Paper
Optimal investment for a defined contribution pension plan under a Heston model	2011-02-05	Paper
Ruin probabilities under an optimal investment and proportional reinsurance policy in a jump diffusion risk process	2010-05-26	Paper
The convergence property of a type of branching processes	2007-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q3410493	2006-11-27	Paper
https://portal.mardi4nfdi.de/entity/Q5463015	2005-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q4801946	2003-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q4804646	2003-08-25	Paper
Strong ergodicity of monotone transition functions	2002-07-29	Paper
Invariant distribution of \(Q\)-process. I	2002-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q4505988	2000-11-23	Paper

Research outcomes over time

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