Yang, Bo; Wang, Rongming; Cheng, Gongpin Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences. (English) Zbl 1518.91230 Math. Control Relat. Fields 13, No. 3, 1184-1211 (2023). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{B. Yang} et al., Math. Control Relat. Fields 13, No. 3, 1184--1211 (2023; Zbl 1518.91230) Full Text: DOI
Zhang, Liming; Wang, Rongming; Wei, Jiaqin Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints. (English) Zbl 1513.90111 J. Ind. Manag. Optim. 18, No. 6, 3897-3927 (2022). MSC: 90B50 93E20 91G80 PDFBibTeX XMLCite \textit{L. Zhang} et al., J. Ind. Manag. Optim. 18, No. 6, 3897--3927 (2022; Zbl 1513.90111) Full Text: DOI
Wang, Hao; Wang, Rongming; Wei, Jiaqin; Xu, Shaosheng Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model. (English) Zbl 07539730 Commun. Stat., Theory Methods 48, No. 14, 3530-3548 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Wang} et al., Commun. Stat., Theory Methods 48, No. 14, 3530--3548 (2019; Zbl 07539730) Full Text: DOI
Wang, Hao; Wang, Rongming; Wei, Jiaqin Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers. (English) Zbl 1419.91385 Insur. Math. Econ. 85, 104-114 (2019). MSC: 91B30 91G30 PDFBibTeX XMLCite \textit{H. Wang} et al., Insur. Math. Econ. 85, 104--114 (2019; Zbl 1419.91385) Full Text: DOI
Zhao, Qian; Wang, Rongming; Wei, Jiaqin Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan. (English) Zbl 1364.90184 J. Ind. Manag. Optim. 12, No. 4, 1557-1585 (2016). MSC: 90B50 93E20 91G80 PDFBibTeX XMLCite \textit{Q. Zhao} et al., J. Ind. Manag. Optim. 12, No. 4, 1557--1585 (2016; Zbl 1364.90184) Full Text: DOI
Zhao, Qian; Wang, Rongming; Wei, Jiaqin Exponential utility maximization for an insurer with time-inconsistent preferences. (English) Zbl 1371.91174 Insur. Math. Econ. 70, 89-104 (2016). MSC: 91G10 91B30 93E20 PDFBibTeX XMLCite \textit{Q. Zhao} et al., Insur. Math. Econ. 70, 89--104 (2016; Zbl 1371.91174) Full Text: DOI
Zhao, Qian; Wei, Jiaqin; Wang, Rongming On dividend strategies with non-exponential discounting. (English) Zbl 1304.91140 Insur. Math. Econ. 58, 1-13 (2014). MSC: 91B30 60H30 60J60 93C95 PDFBibTeX XMLCite \textit{Q. Zhao} et al., Insur. Math. Econ. 58, 1--13 (2014; Zbl 1304.91140) Full Text: DOI arXiv