The following pages link to Lin-Yi Qian (Q652607):
Displaying 39 items.
- (Q380464) (redirect page) (← links)
- Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (Q380466) (← links)
- Variable selection in a class of single-index models (Q652608) (← links)
- Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Pricing dynamic fund protections with regime switching (Q896790) (← links)
- Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- (Q1934413) (redirect page) (← 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)
- Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
- Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
- Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
- Valuation of risk-based premium of DB pension plan with terminations (Q2415963) (← links)
- Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838) (← links)
- (Q2924605) (← links)
- Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
- (Q3641942) (← links)
- Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697) (← links)
- (Q4927811) (← links)
- (Q4980475) (← links)
- Tontines with mixed cohorts (Q5003360) (← links)
- Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
- Modelling the aggregate loss for insurance claims with dependence (Q5078508) (← links)
- Static Hedging of Geometric Average Asian Options with Standard Options (Q5265825) (← links)
- (Q5318934) (← links)
- (Q5398757) (← links)
- (Q5435861) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
- Diagnostic tests before modeling longitudinal actuarial data (Q6152700) (← links)
