Hu, Fengxia; Wang, Rongming Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint. (English) Zbl 1427.91256 Appl. Math. Comput. 313, 103-118 (2017). MSC: 91G10 60J27 60H30 91G70 PDFBibTeX XMLCite \textit{F. Hu} and \textit{R. Wang}, Appl. Math. Comput. 313, 103--118 (2017; Zbl 1427.91256) Full Text: DOI
Zhao, Yongxia; Wang, Rongming; Yao, Dingjun Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin. (English) Zbl 1360.91097 Commun. Stat., Theory Methods 45, No. 2, 365-384 (2016). MSC: 91B30 60H30 93E20 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Commun. Stat., Theory Methods 45, No. 2, 365--384 (2016; Zbl 1360.91097) Full Text: DOI
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 PDFBibTeX XMLCite \textit{L.-Y. Qian} et al., Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 101--110 (2015; Zbl 1326.60111) Full Text: DOI
Xu, Lin; Yang, Hailiang; Wang, Rongming Cox risk model with variable premium rate and stochastic return on investment. (English) Zbl 1314.91147 J. Comput. Appl. Math. 256, 52-64 (2014). MSC: 91B30 91G60 PDFBibTeX XMLCite \textit{L. Xu} et al., J. Comput. Appl. Math. 256, 52--64 (2014; Zbl 1314.91147) Full Text: DOI
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model. (English) Zbl 1281.93108 J. Ind. Manag. Optim. 10, No. 4, 1235-1259 (2014). MSC: 93E20 91G50 91G80 91B30 PDFBibTeX XMLCite \textit{D. Yao} et al., J. Ind. Manag. Optim. 10, No. 4, 1235--1259 (2014; Zbl 1281.93108) Full Text: DOI
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 PDFBibTeX XMLCite \textit{D. Yao} et al., Eur. J. Oper. Res. 211, No. 3, 568--576 (2011; Zbl 1237.91143) Full Text: DOI
Yao, Dingjun; Yang, Hailiang; Wang, Rongming Optimal financing and dividend strategies in a dual model with proportional costs. (English) Zbl 1218.93112 J. Ind. Manag. Optim. 6, No. 4, 761-777 (2010). MSC: 93E20 49L20 91G80 93B30 PDFBibTeX XMLCite \textit{D. Yao} et al., J. Ind. Manag. Optim. 6, No. 4, 761--777 (2010; Zbl 1218.93112) Full Text: DOI
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model. (English) Zbl 1219.93148 Stochastic Anal. Appl. 28, No. 6, 1078-1105 (2010). MSC: 93E20 91B70 60H30 91B30 49L20 49L25 PDFBibTeX XMLCite \textit{J. Wei} et al., Stochastic Anal. Appl. 28, No. 6, 1078--1105 (2010; Zbl 1219.93148) Full Text: DOI
Xu, Lin; Wang, Rongming; Yao, Dingjun A decomposition of the ruin probability for risk processes with Vasicek interest rate. (English) Zbl 1174.60432 Northeast. Math. J. 24, No. 1, 45-53 (2008). MSC: 60K05 62P05 91B30 PDFBibTeX XMLCite \textit{L. Xu} et al., Northeast. Math. J. 24, No. 1, 45--53 (2008; Zbl 1174.60432)
Wang, Rong-ming; Yuen, Kam C.; Zhu, Li-xing On the distributions of two classes of multiple dependent aggregate claims. (English) Zbl 1153.91604 Acta Math. Appl. Sin., Engl. Ser. 24, No. 4, 655-668 (2008). MSC: 91B30 60K05 62P05 PDFBibTeX XMLCite \textit{R.-m. Wang} et al., Acta Math. Appl. Sin., Engl. Ser. 24, No. 4, 655--668 (2008; Zbl 1153.91604) Full Text: DOI
Yao, Ding Jun; Wang, Rong Ming Exponential bounds for ruin probability in two moving average risk models with constant interest rate. (English) Zbl 1143.62071 Acta Math. Sin., Engl. Ser. 24, No. 2, 319-328 (2008). Reviewer: Ryszard Doman (Poznan) MSC: 62P05 91B30 60G42 PDFBibTeX XMLCite \textit{D. J. Yao} and \textit{R. M. Wang}, Acta Math. Sin., Engl. Ser. 24, No. 2, 319--328 (2008; Zbl 1143.62071) Full Text: DOI
Wang, Rongming; Wu, Xianyi On the distribution of duration of first negative surplus for a discrete time risk model with random interest rate. (English) Zbl 1137.60341 Northeast. Math. J. 22, No. 3, 299-305 (2006). MSC: 60K10 60K05 91B28 PDFBibTeX XMLCite \textit{R. Wang} and \textit{X. Wu}, Northeast. Math. J. 22, No. 3, 299--305 (2006; Zbl 1137.60341)
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 PDFBibTeX XMLCite \textit{R. Wang} and \textit{H. Liu}, ASTIN Bull. 32, No. 1, 81--90 (2002; Zbl 1098.60515) Full Text: DOI