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
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
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
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, 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; 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
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
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
Zheng, Wei; Chai, Kechen; Qian, Linyi Research on pricing longevity bonds with cohort mortality dependence. (Chinese. English summary) Zbl 1313.91173 Chin. J. Appl. Probab. Stat. 30, No. 1, 72-83 (2014). MSC: 91G20 91B30 91D20 PDF BibTeX XML Cite \textit{W. Zheng} et al., Chin. J. Appl. Probab. Stat. 30, No. 1, 72--83 (2014; Zbl 1313.91173) 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)
Yao, Dingjun; Qian, Linyi; Cheng, Gongpin An optimal investment strategy in a Markov-modulated risk model: maximizing the terminal utility. (English) Zbl 1289.91098 Chin. J. Appl. Probab. Stat. 29, No. 3, 317-329 (2013). MSC: 91B30 91G10 62P05 91B16 PDF BibTeX XML Cite \textit{D. Yao} et al., Chin. J. Appl. Probab. Stat. 29, No. 3, 317--329 (2013; Zbl 1289.91098)
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; 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; Zhu, Liping; Yao, Dingjun Valuation of equity-indexed annuity under jump diffusion process. (English) Zbl 1199.91094 Chin. J. Appl. Probab. Stat. 24, No. 6, 648-659 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Qian} et al., Chin. J. Appl. Probab. Stat. 24, No. 6, 648--659 (2008; Zbl 1199.91094)
Wang, Xiuwen; Qian, Linyi Analysis of 2000-2003 new life tables effect on life insurance. (Chinese. English summary) Zbl 1174.62561 Chin. J. Appl. Probab. Stat. 24, No. 1, 98-106 (2008). MSC: 62P05 91D20 PDF BibTeX XML Cite \textit{X. Wang} and \textit{L. Qian}, Chin. J. Appl. Probab. Stat. 24, No. 1, 98--106 (2008; Zbl 1174.62561)
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)