Qian, Linyi; Shen, Yang; Wang, Wei; Yang, Zhixin Valuation of risk-based premium of DB pension plan with terminations. (English) Zbl 1411.91310 Insur. Math. Econ. 86, 51-63 (2019). MSC: 91B30 91G60 PDF BibTeX XML Cite \textit{L. Qian} et al., Insur. Math. Econ. 86, 51--63 (2019; Zbl 1411.91310) Full Text: DOI
Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei Constrained investment-reinsurance optimization with regime switching under variance premium principle. (English) Zbl 1371.91083 Insur. Math. Econ. 71, 253-267 (2016). MSC: 91B30 93E20 91G10 PDF BibTeX XML Cite \textit{L. Chen} et al., Insur. Math. Econ. 71, 253--267 (2016; Zbl 1371.91083) Full Text: DOI
Wang, Shuai; Shen, Yang; Qian, Linyi Static hedging of geometric average Asian options with standard options. (English) Zbl 1320.91160 Commun. Stat., Simulation Comput. 44, No. 8, 2101-2116 (2015). MSC: 91G60 62P05 91G20 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Simulation Comput. 44, No. 8, 2101--2116 (2015; Zbl 1320.91160) Full Text: DOI