Edit Profile (opens in new tab) Lin, Xiang Co-Author Distance Author ID: lin.xiang Published as: Lin, Xiang Documents Indexed: 31 Publications since 2000 Co-Authors: 26 Co-Authors with 30 Joint Publications 1,148 Co-Co-Authors all top 5 Co-Authors 1 single-authored 8 Qian, Yiping 8 Zhang, Hanjun 7 Hou, Zhenting 3 Yang, Peng 2 Li, Yanfang 2 Mei, Qixiang 1 Chen, Anyue 1 Han, Wei 1 Jia, Mingjiang 1 Li, Beilei 1 Li, Chengcai 1 Li, Na 1 Ma, Chaoqun 1 Ren, Yuhao 1 Shu, Yingbin 1 Si, Mengxia 1 Siu, Tak Kuen 1 Wang, Hao 1 Wang, Xianfeng 1 Wu, Hui 1 Wu, Xiaoping 1 Xiang, Guangli 1 Yang, Yifei 1 Zeng, Ai Lin 1 Zhang, Chunhong 1 Zhang, Hun Jun all top 5 Serials 4 Mathematica Applicata 3 Acta Mathematicae Applicatae Sinica 3 Chinese Annals of Mathematics. Series A 3 Mathematical Theory and Application 2 Chinese Journal of Applied Probability and Statistics 2 The ANZIAM Journal 1 Statistics & Probability Letters 1 Advances in Mathematics (Beijing) 1 Journal of Systems Science and Mathematical Sciences 1 Journal of Southwest Jiaotong University 1 Mathematical Problems in Engineering 1 Mathematical Methods of Operations Research 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Applied Stochastic Models in Business and Industry 1 Journal of Northwest Normal University. Natural Science 1 Scandinavian Actuarial Journal 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 North American Actuarial Journal all top 5 Fields 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Probability theory and stochastic processes (60-XX) 4 Statistics (62-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Systems theory; control (93-XX) 1 Partial differential equations (35-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 13 Publications have been cited 153 times in 135 Documents Cited by ▼ Year ▼ Optimal reinsurance and investment for a jump diffusion risk process under the CEV model. Zbl 1291.91121 Lin, Xiang; Li, Yanfang 52 2011 Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. Zbl 1276.91095 Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen 33 2012 Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model. Zbl 1401.91168 Lin, Xiang; Qian, Yiping 31 2016 Strong ergodicity of monotone transition functions. Zbl 0989.60067 Zhang, Hanjun; Chen, Anyue; Lin, Xiang; Hou, Zhenting 10 2001 Optimal investment and reinsurance in a jump diffusion risk model. Zbl 1230.91077 Lin, Xiang; Yang, Peng 8 2011 Ruin theory for classical risk process that is perturbed by diffusion with risky investments. Zbl 1224.91072 Lin, Xiang 5 2009 The polynomial uniform convergence of the standard transition function. Zbl 0966.60032 Zhang, Hanjun; Lin, Xiang; Hou, Zhenting 4 2000 Ruin probabilities under an optimal investment and proportional reinsurance policy in a jump diffusion risk process. Zbl 1189.91082 Qian, Yiping; Lin, Xiang 2 2009 Optimal investment for a defined contribution pension plan under a Heston model. Zbl 1224.91073 Lin, Xiang; Yang, Yifei 2 2010 Invariant distribution of \(Q\)-process. I. Zbl 0987.60089 Zhang, Hanjun; Lin, Xiang; Hou, Zhenting 2 2001 Ruin probability and optimal investment and reinsurance strategy for an insurer with a compound Poisson-geometric risk process. Zbl 1240.91049 Lin, Xiang; Li, Na 2 2011 Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model. Zbl 1395.91414 Ma, Chaoqun; Wu, Hui; Lin, Xiang 1 2015 Invariant distribution of \(Q\)-process. II. Zbl 1017.60085 Zhang, Hanjun; Lin, Xiang; Hou, Zhenting 1 2002 Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model. Zbl 1401.91168 Lin, Xiang; Qian, Yiping 31 2016 Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model. Zbl 1395.91414 Ma, Chaoqun; Wu, Hui; Lin, Xiang 1 2015 Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. Zbl 1276.91095 Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen 33 2012 Optimal reinsurance and investment for a jump diffusion risk process under the CEV model. Zbl 1291.91121 Lin, Xiang; Li, Yanfang 52 2011 Optimal investment and reinsurance in a jump diffusion risk model. Zbl 1230.91077 Lin, Xiang; Yang, Peng 8 2011 Ruin probability and optimal investment and reinsurance strategy for an insurer with a compound Poisson-geometric risk process. Zbl 1240.91049 Lin, Xiang; Li, Na 2 2011 Optimal investment for a defined contribution pension plan under a Heston model. Zbl 1224.91073 Lin, Xiang; Yang, Yifei 2 2010 Ruin theory for classical risk process that is perturbed by diffusion with risky investments. Zbl 1224.91072 Lin, Xiang 5 2009 Ruin probabilities under an optimal investment and proportional reinsurance policy in a jump diffusion risk process. Zbl 1189.91082 Qian, Yiping; Lin, Xiang 2 2009 Invariant distribution of \(Q\)-process. II. Zbl 1017.60085 Zhang, Hanjun; Lin, Xiang; Hou, Zhenting 1 2002 Strong ergodicity of monotone transition functions. Zbl 0989.60067 Zhang, Hanjun; Chen, Anyue; Lin, Xiang; Hou, Zhenting 10 2001 Invariant distribution of \(Q\)-process. I. Zbl 0987.60089 Zhang, Hanjun; Lin, Xiang; Hou, Zhenting 2 2001 The polynomial uniform convergence of the standard transition function. Zbl 0966.60032 Zhang, Hanjun; Lin, Xiang; Hou, Zhenting 4 2000 all cited Publications top 5 cited Publications all top 5 Cited by 196 Authors 15 Zhao, Hui 13 Rong, Ximin 12 Li, Danping 10 Zeng, Yan 9 Shen, Yang 9 Yang, Peng 6 Huang, Ya 6 Zhou, Jieming 5 Guan, Guohui 4 Chen, Peimin 4 Chen, Zhiping 4 He, Yong 4 Li, Zhongfei 3 A, Chunxiang 3 Bai, Yanfei 3 Chang, Hao 3 Chen, Lv 3 Chen, Ping 3 Dang, Duy Minh 3 Li, Man 3 Li, Yangrong 3 Lin, Xiang 3 Liu, Yuanyuan 3 Mao, Yonghua 3 Peng, Xingchun 3 Siu, Tak Kuen 3 Xiao, Helu 3 Zhang, Hanjun 3 Zhang, Qiang 3 Zhang, Yan 3 Zhao, Peibiao 3 Zhou, Zhongbao 3 Zhu, Huainian 2 Bin, Ning 2 Cao, Ming 2 Chen, Fenge 2 Deng, Yingchun 2 Feng, Yang 2 Forsyth, Peter A. 2 Gao, Rui 2 Gu, Ailing 2 Guo, Xianping 2 Hou, Zhenting 2 Huang, Yujuan 2 Jin, Zhuo 2 Li, Jia 2 Liang, Zongxia 2 Liu, Hailong 2 Liu, Xiaotao 2 Luo, Shangzhen 2 Meng, Hui 2 Pakes, Anthony G. 2 Pollett, Philip K. 2 Qian, Linyi 2 Qian, Yiping 2 Shao, Yi 2 Sun, Zhongyang 2 Van Staden, Pieter M. 2 Wang, Liyuan 2 Wang, Ning 2 Wang, Suxin 2 Weng, Chengguo 2 Wong, Hoi Ying 2 Wu, Chunchi 2 Xiang, Kaili 2 Xiong, Jie 2 Yang, Xiangqun 2 Yu, Wenguang 2 Zhang, Chengke 2 Zhang, Xin 2 Zhu, Jinxia 1 Belkina, Tatiana 1 Bini, Dario Andrea 1 Carson, James M. 1 Chang, Kai 1 Chen, Ruiqing 1 Chen, Shou 1 Chen, Xingjiang 1 Cheng, Shuo 1 Cheung, Ka Chun 1 Chiu, Mei Choi 1 Cui, Xiangyu 1 Deng, Chao 1 Du, Ziping 1 Fan, Kun 1 Feng, Jian 1 Gao, Debao 1 Gao, Jianjun 1 Gao, Wujun 1 Geng, Caixia 1 Gray, Brenton D. 1 Gu, Ai-Lin 1 Gu, Anhui 1 Guo, Junyi 1 Guo, Yunrui 1 He, Lin 1 Hu, Dihe 1 Hu, Duni 1 Hu, Xiang 1 Hu, Yijun ...and 96 more Authors all top 5 Cited in 40 Serials 25 Insurance Mathematics & Economics 10 Journal of Computational and Applied Mathematics 10 Mathematical Problems in Engineering 8 Communications in Statistics. Theory and Methods 8 Journal of Industrial and Management Optimization 7 Journal of Applied Probability 6 Optimization 6 Scandinavian Actuarial Journal 4 Discrete Dynamics in Nature and Society 4 The ANZIAM Journal 3 International Journal of Control 3 Journal of Mathematical Analysis and Applications 3 Methodology and Computing in Applied Probability 3 Journal of the Operations Research Society of China 2 Journal of Optimization Theory and Applications 2 Chinese Journal of Applied Probability and Statistics 2 Annals of Operations Research 2 European Journal of Operational Research 2 Acta Mathematica Sinica. English Series 2 Journal of Systems Science and Complexity 2 North American Actuarial Journal 2 Science China. Mathematics 2 Mathematical Control and Related Fields 1 Applied Mathematics and Optimization 1 Mathematics and Computers in Simulation 1 Optimal Control Applications & Methods 1 Statistics & Probability Letters 1 Physica D 1 Acta Mathematicae Applicatae Sinica. English Series 1 Stochastic Processes and their Applications 1 Computational and Applied Mathematics 1 Abstract and Applied Analysis 1 Mathematical Methods of Operations Research 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Acta Mathematica Scientia. Series B. (English Edition) 1 ASTIN Bulletin 1 Mathematics and Financial Economics 1 SIAM Journal on Financial Mathematics 1 Journal of Probability and Statistics 1 East Asian Journal on Applied Mathematics all top 5 Cited in 12 Fields 114 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 57 Systems theory; control (93-XX) 50 Probability theory and stochastic processes (60-XX) 23 Calculus of variations and optimal control; optimization (49-XX) 13 Statistics (62-XX) 10 Operations research, mathematical programming (90-XX) 5 Partial differential equations (35-XX) 3 Numerical analysis (65-XX) 2 Ordinary differential equations (34-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) Citations by Year