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
Wang, Wei; Qian, Linyi; Wang, Wensheng Hedging of contingent claims written on non traded assets under Markov-modulated models. (English) Zbl 1343.60118 Commun. Stat., Theory Methods 45, No. 12, 3577-3595 (2016). MSC: 60J28 60J27 91B70 91G80 91G60 65C05 PDF BibTeX XML Cite \textit{W. Wang} et al., Commun. Stat., Theory Methods 45, No. 12, 3577--3595 (2016; Zbl 1343.60118) 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
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
Wang, Wei; Qian, Linyi; Su, Xiaonan Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model. (English) Zbl 1306.91142 J. Ind. Manag. Optim. 11, No. 2, 493-514 (2015). MSC: 91G20 60J75 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Ind. Manag. Optim. 11, No. 2, 493--514 (2015; Zbl 1306.91142) 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
Wang, Wei; Qian, Linyi; Wen, Limin A locally risk minimizing hedging strategy under a regime switching Lévy model. (Chinese. English summary) Zbl 1299.91129 Acta Math. Appl. Sin. 36, No. 6, 1053-1071 (2013). MSC: 91G10 60G51 91G20 PDF BibTeX XML Cite \textit{W. Wang} et al., Acta Math. Appl. Sin. 36, No. 6, 1053--1071 (2013; Zbl 1299.91129)
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