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
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
Qian, Lin-Yi; Wang, Wei; Wang, Rong-Ming Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model. (English) Zbl 1326.60111 Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 101-110 (2015). MSC: 60J28 60J27 91B30 91G80 PDF BibTeX XML Cite \textit{L.-Y. Qian} et al., Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 101--110 (2015; Zbl 1326.60111) Full Text: DOI
Qian, Linyi; Wang, Rongming; Zhao, Qian Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. (English) Zbl 1297.91140 Commun. Stat., Theory Methods 43, No. 14, 2870-2885 (2014). MSC: 91G30 91G60 62P05 60J70 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 43, No. 14, 2870--2885 (2014; Zbl 1297.91140) Full Text: DOI
Qian, Linyi; Wang, Wei; Wang, Rongming Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model. (English) Zbl 1281.90091 J. Ind. Manag. Optim. 9, No. 2, 411-429 (2013). MSC: 90C90 91B30 60J60 60G51 PDF BibTeX XML Cite \textit{L. Qian} et al., J. Ind. Manag. Optim. 9, No. 2, 411--429 (2013; Zbl 1281.90091) Full Text: DOI
Qian, LinYi; Wang, RongMing; Wang, Shuai Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk. (English) Zbl 1274.60215 Sci. China, Math. 55, No. 11, 2335-2346 (2012). MSC: 60H30 60J75 91B25 91B30 91G20 PDF BibTeX XML Cite \textit{L. Qian} et al., Sci. China, Math. 55, No. 11, 2335--2346 (2012; Zbl 1274.60215) Full Text: DOI
Qian, Linyi; Yang, Hailiang; Wang, Rongming Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model. (English) Zbl 1271.62247 Front. Math. China 6, No. 6, 1185-1202 (2011). MSC: 62P05 60J70 PDF BibTeX XML Cite \textit{L. Qian} et al., Front. Math. China 6, No. 6, 1185--1202 (2011; Zbl 1271.62247) Full Text: DOI
Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai Valuation of equity-indexed annuity under stochastic mortality and interest rate. (English) Zbl 1231.91446 Insur. Math. Econ. 47, No. 2, 123-129 (2010). MSC: 91G20 91G30 91B30 PDF BibTeX XML Cite \textit{L. Qian} et al., Insur. Math. Econ. 47, No. 2, 123--129 (2010; Zbl 1231.91446) Full Text: DOI
Qian, Linyi; Wang, Rongming; Liao, Jingyu Valueing equity-indexed annuities with mortality risks. (Chinese. English summary) Zbl 1174.62560 Acta Math. Appl. Sin. 30, No. 3, 497-505 (2007). MSC: 62P05 91B28 PDF BibTeX XML Cite \textit{L. Qian} et al., Acta Math. Appl. Sin. 30, No. 3, 497--505 (2007; Zbl 1174.62560)