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Wei, Jiaqin

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Author ID: wei.jiaqin Recent zbMATH articles by "Wei, Jiaqin"
Published as: Wei, J.; Wei, Jiaqin
Documents Indexed: 32 Publications since 1964

Publications by Year

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 0119.07202
Wei, J.; Norman, E.
61
1964
Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533
Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P.
24
2013
Portfolio optimization in a regime-switching market with derivatives. Zbl 1339.91108
Fu, Jun; Wei, Jiaqin; Yang, Hailiang
20
2014
Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching. Zbl 1203.91118
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming
16
2010
Time-consistent mean-variance asset-liability management with random coefficients. Zbl 1397.91564
Wei, 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 0183.18202
Hicks, J. S.; Wei, J.
11
1967
Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193
Shen, Yang; Wei, Jiaqin
10
2016
Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139
Zhao, Qian; Shen, Yang; Wei, Jiaqin
9
2014
On the Markov-modulated insurance risk model with tax. Zbl 1195.91071
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming
9
2010
On the optimal dividend strategy in a regime-switching diffusion model. Zbl 1251.93143
Wei, Jiaqin; Wang, Rongming; Yang, Hailiang
8
2012
On dividend strategies with non-exponential discounting. Zbl 1304.91140
Zhao, Qian; Wei, Jiaqin; Wang, Rongming
6
2014
Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model. Zbl 1219.93148
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming
6
2010
Optimal threshold dividend strategies under the compound Poisson model with regime switching. Zbl 1248.93175
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming
5
2011
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers. Zbl 1419.91385
Wang, Hao; Wang, Rongming; Wei, Jiaqin
3
2019
Mean-variance portfolio selection under a non-Markovian regime-switching model. Zbl 1419.91595
Wang, Tianxiao; Wei, Jiaqin
3
2019
Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan. Zbl 1364.90184
Zhao, Qian; Wang, Rongming; Wei, Jiaqin
3
2016
Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin
2
2019
Time-inconsistent optimal control problems with regime-switching. Zbl 1373.93385
Wei, Jiaqin
2
2017
Exponential utility maximization for an insurer with time-inconsistent preferences. Zbl 1371.91174
Zhao, Qian; Wang, Rongming; Wei, Jiaqin
2
2016
Optimal surrender strategies for equity-indexed annuity investors with partial information. Zbl 1246.91121
Wei, Jiaqin; Wang, Rongming; Yang, Hailiang
2
2012
Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188
Wei, Jiaqin; Li, Danping; Zeng, Yan
1
2020
Minimization of risks in defined benefit pension plan with time-inconsistent preferences. Zbl 1420.91150
Zhao, Qian; Wang, Rongming; Wei, Jiaqin
1
2016
Optimal dividend strategy under the risk model with stochastic premium. Zbl 1240.91076
Xiang, Mingyin; Wei, Jiaqin
1
2011
The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tails. Zbl 1153.60338
Wei, Jiaqin; Wang, Rongming; Yao, Dingjun
1
2008
Robust optimal consumption-investment strategy with non-exponential discounting. Zbl 1438.90188
Wei, Jiaqin; Li, Danping; Zeng, Yan
1
2020
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers. Zbl 1419.91385
Wang, Hao; Wang, Rongming; Wei, Jiaqin
3
2019
Mean-variance portfolio selection under a non-Markovian regime-switching model. Zbl 1419.91595
Wang, Tianxiao; Wei, Jiaqin
3
2019
Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin
2
2019
Time-consistent mean-variance asset-liability management with random coefficients. Zbl 1397.91564
Wei, Jiaqin; Wang, Tianxiao
13
2017
Time-inconsistent optimal control problems with regime-switching. Zbl 1373.93385
Wei, Jiaqin
2
2017
Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193
Shen, Yang; Wei, Jiaqin
10
2016
Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan. Zbl 1364.90184
Zhao, Qian; Wang, Rongming; Wei, Jiaqin
3
2016
Exponential utility maximization for an insurer with time-inconsistent preferences. Zbl 1371.91174
Zhao, Qian; Wang, Rongming; Wei, Jiaqin
2
2016
Minimization of risks in defined benefit pension plan with time-inconsistent preferences. Zbl 1420.91150
Zhao, Qian; Wang, Rongming; Wei, Jiaqin
1
2016
Portfolio optimization in a regime-switching market with derivatives. Zbl 1339.91108
Fu, Jun; Wei, Jiaqin; Yang, Hailiang
20
2014
Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139
Zhao, Qian; Shen, Yang; Wei, Jiaqin
9
2014
On dividend strategies with non-exponential discounting. Zbl 1304.91140
Zhao, Qian; Wei, Jiaqin; Wang, Rongming
6
2014
Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533
Wei, 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 1251.93143
Wei, Jiaqin; Wang, Rongming; Yang, Hailiang
8
2012
Optimal surrender strategies for equity-indexed annuity investors with partial information. Zbl 1246.91121
Wei, Jiaqin; Wang, Rongming; Yang, Hailiang
2
2012
Optimal threshold dividend strategies under the compound Poisson model with regime switching. Zbl 1248.93175
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming
5
2011
Optimal dividend strategy under the risk model with stochastic premium. Zbl 1240.91076
Xiang, Mingyin; Wei, Jiaqin
1
2011
Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching. Zbl 1203.91118
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming
16
2010
On the Markov-modulated insurance risk model with tax. Zbl 1195.91071
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming
9
2010
Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model. Zbl 1219.93148
Wei, 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 1153.60338
Wei, 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 0183.18202
Hicks, J. S.; Wei, J.
11
1967
On global representations of the solutions of linear differential equations as a product of exponentials. Zbl 0119.07202
Wei, J.; Norman, E.
61
1964
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

Citations by Year