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
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)
Ding, Fangqing; Qian, Linyi; Yang, Yasong An easy and feasible way to construct the joint-life status life table: method and theory. (English) Zbl 1274.62693 Chin. J. Appl. Probab. Stat. 28, No. 3, 235-243 (2012). MSC: 62P05 62Q05 PDF BibTeX XML Cite \textit{F. Ding} et al., Chin. J. Appl. Probab. Stat. 28, No. 3, 235--243 (2012; Zbl 1274.62693)
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)