Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures. - Wenyuan Wang; Xingchun Peng (J. Comput. Appl. Math., 2017)

Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching. - Xingchun Peng; Hao Zhou; Liuling Luo (J. Comput. Appl. Math., 2023)

Alpha-robust mean-variance reinsurance and investment strategies with transaction costs. - Xingchun Peng; Yankai Wang (J. Comput. Appl. Math., 2025)