Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model. - Danping Li; Ximin Rong; Hui Zhao (J. Comput. Appl. Math., 2014)

Stochastic differential game formulation on the reinsurance and investment problem. - Danping Li; Ximin Rong; Hui Zhao (Int. J. Control, 2015)

Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. - Danping Li; Ximin Rong; Hui Zhao (J. Comput. Appl. Math., 2015)

Optimal investment problem for an insurer and a reinsurer. - Danping Li; Ximin Rong; Hui Zhao (J. Syst. Sci. Complex., 2015)

A continuum percolation model for stock price fluctuation as a Lévy process. - Ning Wang 072; Ximin Rong; Guanghua Dong (J. Syst. Sci. Complex., 2015)

Optimal investment with multiple risky assets for an insurer with modified periodic risk process. - Hui Zhao; Ximin Rong (J. Syst. Sci. Complex., 2015)

Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model. - Danping Li; Ximin Rong; Hui Zhao (J. Syst. Sci. Complex., 2016)

Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model. - Yajie Wang; Ximin Rong; Hui Zhao (J. Comput. Appl. Math., 2018)

Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. - Suxin Wang; Ximin Rong; Hui Zhao (Appl. Math. Comput., 2019)

Optimal investment problem for an open-end fund with dynamic flows. - Kai Han; Ximin Rong; Hui Zhao; Suxin Wang (Int. J. Control, 2021)

Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk. - Peiqi Wang 005; Ximin Rong; Hui Zhao; Suxin Wang (J. Comput. Appl. Math., 2021)