Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi Reinsurance-investment game between two mean-variance insurers under model uncertainty. (English) Zbl 1447.91152 J. Comput. Appl. Math. 382, Article ID 113095, 26 p. (2021). MSC: 91G05 91A15 91A80 PDF BibTeX XML Cite \textit{N. Wang} et al., J. Comput. Appl. Math. 382, Article ID 113095, 26 p. (2021; Zbl 1447.91152) Full Text: DOI
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun Stochastic differential reinsurance games with capital injections. (English) Zbl 1425.91237 Insur. Math. Econ. 88, 7-18 (2019). MSC: 91B30 91A15 91A23 PDF BibTeX XML Cite \textit{N. Zhang} et al., Insur. Math. Econ. 88, 7--18 (2019; Zbl 1425.91237) Full Text: DOI
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi Robust non-zero-sum investment and reinsurance game with default risk. (English) Zbl 1419.91386 Insur. Math. Econ. 84, 115-132 (2019). MSC: 91B30 91A15 PDF BibTeX XML Cite \textit{N. Wang} et al., Insur. Math. Econ. 84, 115--132 (2019; Zbl 1419.91386) Full Text: DOI
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. (English) Zbl 06887292 J. Comput. Appl. Math. 342, 337-351 (2018). MSC: 90 91 PDF BibTeX XML Cite \textit{N. Zhang} et al., J. Comput. Appl. Math. 342, 337--351 (2018; Zbl 06887292) Full Text: DOI
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu Pricing dynamic fund protections for a hyperexponential jump diffusion process. (English) Zbl 1386.91148 Commun. Stat., Theory Methods 47, No. 1, 210-221 (2018). MSC: 91G20 60G51 60J75 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 47, No. 1, 210--221 (2018; Zbl 1386.91148) Full Text: DOI
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. (English) Zbl 1344.49031 Stochastic Anal. Appl. 34, No. 4, 662-678 (2016). MSC: 49J55 60H30 60H10 60J28 60J27 93E20 91B30 91G80 65C05 PDF BibTeX XML Cite \textit{W. Wang} et al., Stochastic Anal. Appl. 34, No. 4, 662--678 (2016; Zbl 1344.49031) Full Text: DOI
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming Pricing dynamic fund protections with regime switching. (English) Zbl 1329.91130 J. Comput. Appl. Math. 297, 13-25 (2016). MSC: 91G20 91B30 62M02 PDF BibTeX XML Cite \textit{Z. Jin} et al., J. Comput. Appl. Math. 297, 13--25 (2016; Zbl 1329.91130) Full Text: DOI
Jin, Zhuo; Qian, Linyi Lookback option pricing for regime-switching jump diffusion models. (English) Zbl 1347.91234 Math. Control Relat. Fields 5, No. 2, 237-258 (2015). MSC: 91G60 65C05 65C40 60J75 91G20 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{L. Qian}, Math. Control Relat. Fields 5, No. 2, 237--258 (2015; Zbl 1347.91234) Full Text: DOI