Ximin Rong

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2021 J jnl
Optimal investment problem for an open-end fund with dynamic flows.
Int. J. Control
Kai Han, Ximin Rong, Hui Zhao, Suxin Wang
2021 J jnl
Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk.
J. Comput. Appl. Math.
Peiqi Wang, Ximin Rong, Hui Zhao, Suxin Wang
2019 J jnl
Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans.
Appl. Math. Comput.
Suxin Wang, Ximin Rong, Hui Zhao
2018 J jnl
Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model.
J. Comput. Appl. Math.
Yajie Wang, Ximin Rong, Hui Zhao
2016 J jnl
Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model.
J. Syst. Sci. Complex.
Danping Li, Ximin Rong, Hui Zhao
2015 J jnl
A continuum percolation model for stock price fluctuation as a Lévy process.
J. Syst. Sci. Complex.
Ning Wang, Ximin Rong, Guanghua Dong
2015 J jnl
Optimal investment problem for an insurer and a reinsurer.
J. Syst. Sci. Complex.
Danping Li, Ximin Rong, Hui Zhao
2015 J jnl
Optimal investment with multiple risky assets for an insurer with modified periodic risk process.
J. Syst. Sci. Complex.
Hui Zhao, Ximin Rong
2015 J jnl
Stochastic differential game formulation on the reinsurance and investment problem.
Int. J. Control
Danping Li, Ximin Rong, Hui Zhao
2015 J jnl
Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model.
J. Comput. Appl. Math.
Danping Li, Ximin Rong, Hui Zhao
2014 J jnl
Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model.
J. Comput. Appl. Math.
Danping Li, Ximin Rong, Hui Zhao