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 PDF BibTeX XML Cite \textit{H. Wang} et al., Insur. Math. Econ. 85, 104--114 (2019; Zbl 1419.91385) Full Text: DOI OpenURL
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming Pricing dynamic fund protections with regime switching. (English) Zbl 1329.91130 J. Comput. Appl. Math. 297, 13-25 (2016). MSC: 91G20 91B30 62M02 PDF BibTeX XML Cite \textit{Z. Jin} et al., J. Comput. Appl. Math. 297, 13--25 (2016; Zbl 1329.91130) Full Text: DOI OpenURL
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming Pricing annuity guarantees under a double regime-switching model. (English) Zbl 1318.91111 Insur. Math. Econ. 62, 62-78 (2015). MSC: 91B30 91G60 PDF BibTeX XML Cite \textit{K. Fan} et al., Insur. Math. Econ. 62, 62--78 (2015; Zbl 1318.91111) Full Text: DOI OpenURL
Qian, Lin-Yi; Wang, Wei; Wang, Rong-Ming Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model. (English) Zbl 1326.60111 Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 101-110 (2015). MSC: 60J28 60J27 91B30 91G80 PDF BibTeX XML Cite \textit{L.-Y. Qian} et al., Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 101--110 (2015; Zbl 1326.60111) Full Text: DOI OpenURL
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. (English) Zbl 1307.93470 J. Ind. Manag. Optim. 11, No. 2, 461-478 (2015). MSC: 93E20 62P05 PDF BibTeX XML Cite \textit{D. Yao} et al., J. Ind. Manag. Optim. 11, No. 2, 461--478 (2015; Zbl 1307.93470) Full Text: DOI OpenURL
Qian, Linyi; Wang, Rongming; Zhao, Qian Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. (English) Zbl 1297.91140 Commun. Stat., Theory Methods 43, No. 14, 2870-2885 (2014). MSC: 91G30 91G60 62P05 60J70 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 43, No. 14, 2870--2885 (2014; Zbl 1297.91140) Full Text: DOI OpenURL
Wei, Jiaqin; Wang, Rongming; Yang, Hailiang Optimal surrender strategies for equity-indexed annuity investors with partial information. (English) Zbl 1246.91121 Stat. Probab. Lett. 82, No. 7, 1251-1258 (2012). MSC: 91G10 91B06 PDF BibTeX XML Cite \textit{J. Wei} et al., Stat. Probab. Lett. 82, No. 7, 1251--1258 (2012; Zbl 1246.91121) Full Text: DOI Link OpenURL
Yao, Dingjun; Yang, Hailiang; Wang, Rongming Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs. (English) Zbl 1237.91143 Eur. J. Oper. Res. 211, No. 3, 568-576 (2011). MSC: 91B30 93E20 90C33 PDF BibTeX XML Cite \textit{D. Yao} et al., Eur. J. Oper. Res. 211, No. 3, 568--576 (2011; Zbl 1237.91143) Full Text: DOI OpenURL
Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai Valuation of equity-indexed annuity under stochastic mortality and interest rate. (English) Zbl 1231.91446 Insur. Math. Econ. 47, No. 2, 123-129 (2010). MSC: 91G20 91G30 91B30 PDF BibTeX XML Cite \textit{L. Qian} et al., Insur. Math. Econ. 47, No. 2, 123--129 (2010; Zbl 1231.91446) Full Text: DOI OpenURL
Hu, Fengxia; Wang, Rongming Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors. (English) Zbl 1200.91138 J. Comput. Appl. Math. 234, No. 10, 2953-2961 (2010). Reviewer: Alfred Göpfert (Halle) MSC: 91B30 91B70 91G30 49K45 PDF BibTeX XML Cite \textit{F. Hu} and \textit{R. Wang}, J. Comput. Appl. Math. 234, No. 10, 2953--2961 (2010; Zbl 1200.91138) Full Text: DOI OpenURL
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming On the Markov-modulated insurance risk model with tax. (English) Zbl 1195.91071 Bl. DGVFM 31, No. 1, 65-78 (2010). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J. Wei} et al., Bl. DGVFM 31, No. 1, 65--78 (2010; Zbl 1195.91071) Full Text: DOI OpenURL
Pan, Maolin; Wang, Rongming; Wu, Xianyi On the consistency of credibility premiums regarding Esscher principle. (English) Zbl 1141.91541 Insur. Math. Econ. 42, No. 1, 119-126 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Pan} et al., Insur. Math. Econ. 42, No. 1, 119--126 (2008; Zbl 1141.91541) Full Text: DOI OpenURL
Wang, Rongming; Liu, Haifeng On the ruin probability under a class of risk processes. (English) Zbl 1098.60515 Astin Bull. 32, No. 1, 81-90 (2002). MSC: 60K05 91B30 PDF BibTeX XML Cite \textit{R. Wang} and \textit{H. Liu}, ASTIN Bull. 32, No. 1, 81--90 (2002; Zbl 1098.60515) Full Text: DOI OpenURL