Edit Profile Wei, Jiaqin Compute Distance To: Compute Author ID: wei.jiaqin Published as: Wei, J.; Wei, Jiaqin Documents Indexed: 32 Publications since 1964 all top 5 Co-Authors 1 single-authored 12 Wang, Rongming 8 Yang, Hailiang 8 Zhao, Qian 4 Jin, Zhuo 4 Shen, Yang 3 Wang, Tianxiao 1 Cheng, Xiang 1 Fu, Jun 1 Li, Danping 1 Qiu, Chunjuan 1 Wang, Hao 1 Wang, Hao 1 Wong, Kwok Chuen 1 Xiang, Mingyin 1 Yam, Sheung Chi Phillip 1 Yao, Dingjun 1 Yung, Siu Pang 1 Zeng, Yan all top 5 Serials 6 Insurance Mathematics & Economics 3 Journal of Industrial and Management Optimization 2 Journal of Computational and Applied Mathematics 2 Chinese Journal of Applied Probability and Statistics 2 European Journal of Operational Research 1 Advances in Applied Probability 1 Applied Mathematics and Optimization 1 Journal of Optimization Theory and Applications 1 SIAM Journal on Control and Optimization 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Communications in Statistics. Theory and Methods 1 Applied Stochastic Models in Business and Industry 1 Scandinavian Actuarial Journal 1 Stochastic Models 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Mathematical Control and Related Fields all top 5 Fields 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Probability theory and stochastic processes (60-XX) 11 Systems theory; control (93-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Statistics (62-XX) 3 Operations research, mathematical programming (90-XX) 1 Partial differential equations (35-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 24 Publications have been cited 219 times in 190 Documents Cited by ▼ Year ▼ On global representations of the solutions of linear differential equations as a product of exponentials. Zbl 0119.07202Wei, J.; Norman, E. 61 1964 Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 24 2013 Portfolio optimization in a regime-switching market with derivatives. Zbl 1339.91108Fu, Jun; Wei, Jiaqin; Yang, Hailiang 20 2014 Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching. Zbl 1203.91118Wei, Jiaqin; Yang, Hailiang; Wang, Rongming 16 2010 Time-consistent mean-variance asset-liability management with random coefficients. Zbl 1397.91564Wei, Jiaqin; Wang, Tianxiao 13 2017 Numerical solution of parabolic partial differential equations with two- point boundary conditions by use of the method of lines. Zbl 0183.18202Hicks, J. S.; Wei, J. 11 1967 Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193Shen, Yang; Wei, Jiaqin 10 2016 Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139Zhao, Qian; Shen, Yang; Wei, Jiaqin 9 2014 On the Markov-modulated insurance risk model with tax. Zbl 1195.91071Wei, Jiaqin; Yang, Hailiang; Wang, Rongming 9 2010 On the optimal dividend strategy in a regime-switching diffusion model. Zbl 1251.93143Wei, Jiaqin; Wang, Rongming; Yang, Hailiang 8 2012 On dividend strategies with non-exponential discounting. Zbl 1304.91140Zhao, Qian; Wei, Jiaqin; Wang, Rongming 6 2014 Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model. Zbl 1219.93148Wei, Jiaqin; Yang, Hailiang; Wang, Rongming 6 2010 Optimal threshold dividend strategies under the compound Poisson model with regime switching. Zbl 1248.93175Wei, Jiaqin; Yang, Hailiang; Wang, Rongming 5 2011 Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers. Zbl 1419.91385Wang, Hao; Wang, Rongming; Wei, Jiaqin 3 2019 Mean-variance portfolio selection under a non-Markovian regime-switching model. Zbl 1419.91595Wang, Tianxiao; Wei, Jiaqin 3 2019 Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan. Zbl 1364.90184Zhao, Qian; Wang, Rongming; Wei, Jiaqin 3 2016 Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin 2 2019 Time-inconsistent optimal control problems with regime-switching. Zbl 1373.93385Wei, Jiaqin 2 2017 Exponential utility maximization for an insurer with time-inconsistent preferences. Zbl 1371.91174Zhao, Qian; Wang, Rongming; Wei, Jiaqin 2 2016 Optimal surrender strategies for equity-indexed annuity investors with partial information. Zbl 1246.91121Wei, Jiaqin; Wang, Rongming; Yang, Hailiang 2 2012 Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188Wei, Jiaqin; Li, Danping; Zeng, Yan 1 2020 Minimization of risks in defined benefit pension plan with time-inconsistent preferences. Zbl 1420.91150Zhao, Qian; Wang, Rongming; Wei, Jiaqin 1 2016 Optimal dividend strategy under the risk model with stochastic premium. Zbl 1240.91076Xiang, Mingyin; Wei, Jiaqin 1 2011 The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tails. Zbl 1153.60338Wei, Jiaqin; Wang, Rongming; Yao, Dingjun 1 2008 Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188Wei, Jiaqin; Li, Danping; Zeng, Yan 1 2020 Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers. Zbl 1419.91385Wang, Hao; Wang, Rongming; Wei, Jiaqin 3 2019 Mean-variance portfolio selection under a non-Markovian regime-switching model. Zbl 1419.91595Wang, Tianxiao; Wei, Jiaqin 3 2019 Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin 2 2019 Time-consistent mean-variance asset-liability management with random coefficients. Zbl 1397.91564Wei, Jiaqin; Wang, Tianxiao 13 2017 Time-inconsistent optimal control problems with regime-switching. Zbl 1373.93385Wei, Jiaqin 2 2017 Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193Shen, Yang; Wei, Jiaqin 10 2016 Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan. Zbl 1364.90184Zhao, Qian; Wang, Rongming; Wei, Jiaqin 3 2016 Exponential utility maximization for an insurer with time-inconsistent preferences. Zbl 1371.91174Zhao, Qian; Wang, Rongming; Wei, Jiaqin 2 2016 Minimization of risks in defined benefit pension plan with time-inconsistent preferences. Zbl 1420.91150Zhao, Qian; Wang, Rongming; Wei, Jiaqin 1 2016 Portfolio optimization in a regime-switching market with derivatives. Zbl 1339.91108Fu, Jun; Wei, Jiaqin; Yang, Hailiang 20 2014 Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139Zhao, Qian; Shen, Yang; Wei, Jiaqin 9 2014 On dividend strategies with non-exponential discounting. Zbl 1304.91140Zhao, Qian; Wei, Jiaqin; Wang, Rongming 6 2014 Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 24 2013 On the optimal dividend strategy in a regime-switching diffusion model. Zbl 1251.93143Wei, Jiaqin; Wang, Rongming; Yang, Hailiang 8 2012 Optimal surrender strategies for equity-indexed annuity investors with partial information. Zbl 1246.91121Wei, Jiaqin; Wang, Rongming; Yang, Hailiang 2 2012 Optimal threshold dividend strategies under the compound Poisson model with regime switching. Zbl 1248.93175Wei, Jiaqin; Yang, Hailiang; Wang, Rongming 5 2011 Optimal dividend strategy under the risk model with stochastic premium. Zbl 1240.91076Xiang, Mingyin; Wei, Jiaqin 1 2011 Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching. Zbl 1203.91118Wei, Jiaqin; Yang, Hailiang; Wang, Rongming 16 2010 On the Markov-modulated insurance risk model with tax. Zbl 1195.91071Wei, Jiaqin; Yang, Hailiang; Wang, Rongming 9 2010 Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model. Zbl 1219.93148Wei, Jiaqin; Yang, Hailiang; Wang, Rongming 6 2010 The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tails. Zbl 1153.60338Wei, Jiaqin; Wang, Rongming; Yao, Dingjun 1 2008 Numerical solution of parabolic partial differential equations with two- point boundary conditions by use of the method of lines. Zbl 0183.18202Hicks, J. S.; Wei, J. 11 1967 On global representations of the solutions of linear differential equations as a product of exponentials. Zbl 0119.07202Wei, J.; Norman, E. 61 1964 all cited Publications top 5 cited Publications all top 5 Cited by 324 Authors 12 Wei, Jiaqin 11 Jin, Zhuo 8 Yang, Hailiang 7 Wang, Tianxiao 7 Yau, Stephen Shing-Toung 6 Shen, Yang 6 Zeng, Yan 4 Chen, Ping 4 Siu, Tak Kuen 4 Wang, Rongming 4 Wang, Wenyuan 4 Zhao, Qian 4 Zhu, Jinxia 3 Altafini, Claudio 3 Avanzi, Benjamin 3 Chen, Zhiping 3 Hu, Yijun 3 Kubanskaya, A. P. 3 Li, Zhongfei 3 Shi, Ji 3 Tu, Vincent 3 Weil, Jacques-Arthur 3 Wong, Bernard 3 Wong, Hoi Ying 3 Yin, Gang George 2 Aparicio-Monforte, Ainhoa 2 Bai, Lihua 2 Bui, Van Chiên 2 Cariñena, José F. 2 Chang, Hao 2 Chen, Shumin 2 Cheng, Jianhua 2 Cheng, Xiang 2 Chiu, Mei Choi 2 Duchamp, Gerard Henry Edmond 2 Feinsilver, Philip J. 2 Guo, Junyi 2 Iserles, Arieh 2 Li, Danping 2 Li, Yongwu 2 Liang, Zongxia 2 Ma, Jingtang 2 Pérez Garmendia, Jose Luis 2 Steinberg, Stanly L. 2 Wang, Dehui 2 Wang, Liyuan 2 Weng, Chengguo 2 Wu, Huiling 2 Xu, Lin 2 Yao, Dingjun 2 Yao, Haixiang 2 Yau, Shing-Tung 1 Abolhassani, Jamshid S. 1 Agrawal, Saurabh K. 1 Agrawal, Sunil Kumar 1 Akashi, Hajime 1 Albrecher, Hansjörg 1 Alia, Ishak 1 Avram, Florin 1 Ayadi, Mohamed Ali 1 Azcue, Pablo 1 Bakodah, Huda Omar 1 Barkatou, Moulay A. 1 Ben-Ameur, Hatem 1 Bensoussan, Alain 1 Berrondo, Manuel 1 Brigo, Damiano 1 Brockett, Roger Ware 1 Buckley, Winston S. 1 Bueler, Edward L. 1 Bui, Trang 1 Butcher, Eric A. 1 Cai, Jun 1 Cao, Xi-Ren 1 Carlson, Tim 1 Casas, Fernando 1 Celledoni, Elena 1 Charzyński, Szymon 1 Chen, An 1 Chen, Feng 1 Chen, Kexin 1 Chen, Lv 1 Chen, Mi 1 Chen, Shou 1 Chen, Wei 1 Cheng, Gongpin 1 Cheung, Eric C. K. 1 Chiou, Wen-Lin 1 Clark, John W. 1 Cluzeau, Thomas 1 Compoint, Elie 1 Constantinescu, Corina D. 1 Conte, Dajana 1 D’Ambrosio, Raffaele 1 Dang, Duy Minh 1 De Kort, Jeroen B. J. M. 1 de Lucas, Javier 1 Delong, Łukasz 1 Deng, Chao 1 Deng, Yingchun ...and 224 more Authors all top 5 Cited in 85 Serials 24 Insurance Mathematics & Economics 9 Systems & Control Letters 9 European Journal of Operational Research 7 Journal of Computational and Applied Mathematics 7 Journal of Optimization Theory and Applications 7 SIAM Journal on Control and Optimization 6 Journal of Industrial and Management Optimization 5 Mathematical Problems in Engineering 4 Automatica 4 Journal of Differential Equations 4 Journal of Soviet Mathematics 4 International Journal of Theoretical and Applied Finance 3 Advances in Applied Probability 3 International Journal of Control 3 Reports on Mathematical Physics 3 Applied Mathematics and Computation 3 Applied Mathematics and Optimization 3 Applied Mathematics. Series B (English Edition) 3 Journal of Mathematical Sciences (New York) 3 ASTIN Bulletin 3 Nonlinear Analysis. Hybrid Systems 3 Mathematical Control and Related Fields 2 Journal of Computational Physics 2 Journal of Symbolic Computation 2 Discrete Dynamics in Nature and Society 2 Communications in Nonlinear Science and Numerical Simulation 2 Scandinavian Actuarial Journal 2 Dynamic Games and Applications 1 Computers & Mathematics with Applications 1 Discrete Mathematics 1 International Journal of Theoretical Physics 1 Journal of Applied Mathematics and Mechanics 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Journal of Statistical Physics 1 Mathematical Notes 1 Physics Reports 1 Advances in Mathematics 1 Information Sciences 1 International Journal for Numerical Methods in Engineering 1 Journal of Applied Probability 1 Journal of Econometrics 1 Journal of Mathematical Economics 1 Journal of Pure and Applied Algebra 1 Mathematics and Computers in Simulation 1 Mathematical Systems Theory 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Operations Research Letters 1 Acta Applicandae Mathematicae 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Complexity 1 Applied Mathematics Letters 1 Mathematical and Computer Modelling 1 Journal of Scientific Computing 1 European Journal of Applied Mathematics 1 Japan Journal of Industrial and Applied Mathematics 1 Automation and Remote Control 1 Communications in Statistics. Theory and Methods 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Complexity 1 Séminaire Lotharingien de Combinatoire 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 Journal of Dynamical and Control Systems 1 Methodology and Computing in Applied Probability 1 Optimization and Engineering 1 Applied Stochastic Models in Business and Industry 1 Journal of Systems Science and Complexity 1 Stochastic Models 1 OR Spectrum 1 Central European Journal of Mathematics 1 North American Actuarial Journal 1 Fuzzy Optimization and Decision Making 1 Advances in Difference Equations 1 Statistical Methodology 1 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications 1 International Journal of Control, I. Series 1 Mathematics and Financial Economics 1 Asian-European Journal of Mathematics 1 SIAM Journal on Financial Mathematics 1 International Journal of Stochastic Analysis 1 Asian Journal of Control 1 Journal of the Operations Research Society of China all top 5 Cited in 31 Fields 110 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 78 Systems theory; control (93-XX) 63 Probability theory and stochastic processes (60-XX) 26 Calculus of variations and optimal control; optimization (49-XX) 21 Partial differential equations (35-XX) 19 Ordinary differential equations (34-XX) 19 Numerical analysis (65-XX) 16 Operations research, mathematical programming (90-XX) 13 Nonassociative rings and algebras (17-XX) 9 Statistics (62-XX) 8 Quantum theory (81-XX) 6 Topological groups, Lie groups (22-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 3 Field theory and polynomials (12-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Operator theory (47-XX) 2 Number theory (11-XX) 2 Associative rings and algebras (16-XX) 2 Computer science (68-XX) 2 Mechanics of particles and systems (70-XX) 1 Combinatorics (05-XX) 1 Group theory and generalizations (20-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Biology and other natural sciences (92-XX) Citations by Year