The following pages link to Xi-Min Rong (Q1789865):
Displaying 50 items.
- (Q256738) (redirect page) (← links)
- Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
- (Q474342) (redirect page) (← links)
- Optimal investment and consumption decisions under the constant elasticity of variance model (Q474344) (← links)
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
- Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions (Q1722323) (← links)
- Precommitted investment strategy versus time-consistent investment strategy for a general risk model with diffusion (Q1723926) (← links)
- Dynamic mean-variance model with borrowing constraint under the constant elasticity of variance process (Q1789866) (← links)
- Optimal investment with multiple risky assets for an insurer in an incomplete market (Q1956113) (← links)
- Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans (Q2008410) (← links)
- Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623) (← links)
- An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
- Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
- Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) (← links)
- Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
- Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
- Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts (Q2321527) (← links)
- Precommitted investment strategy versus time-consistent investment strategy for a dual risk model (Q2321564) (← links)
- A continuum percolation model for stock price fluctuation as a Lévy process (Q2341613) (← links)
- Worst-case investment and reinsurance optimization for an insurer under model uncertainty (Q2398561) (← links)
- Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314) (← links)
- Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
- (Q2886646) (← links)
- (Q2993975) (← links)
- (Q3023217) (← links)
- (Q3054118) (← links)
- (Q3132142) (← links)
- (Q3153971) (← links)
- (Q3154019) (← links)
- (Q3375210) (← links)
- Riesz product spaces and representation theory (Q4397378) (← links)
- (Q4539305) (← links)
- Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model (Q4597989) (← links)
- (Q4658859) (← links)
- (Q4687859) (← links)
- (Q4900594) (← links)
- (Q4926616) (← links)
- (Q4998284) (← links)
- Optimal investment problem for an open-end fund with dynamic flows (Q5012668) (← links)
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
- Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
