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Author ID: bi.xiuchun Recent zbMATH articles by "Bi, Xiuchun"
Published as: Bi, Xiuchun; Bi, Xiu-chun
Documents Indexed: 25 Publications since 2004
Co-Authors: 19 Co-Authors with 25 Joint Publications
725 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 45 times in 39 Documents Cited by Year
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence. Zbl 1281.62223
Bi, Xiuchun; Zhang, Shuguang
17
2013
Optimal control for controllable stochastic linear systems. Zbl 1459.49019
Bi, Xiuchun; Sun, Jingrui; Xiong, Jie
6
2020
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment. Zbl 1310.93082
Bi, Xiuchun; Zhang, Shuguang
4
2015
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. Zbl 1447.62052
Li, Rong; Bi, Xiuchun; Zhang, Shuguang
4
2020
Optimal portfolio and consumption models under loss aversion in infinite time horizon. Zbl 1414.91353
Song, Jingjing; Bi, Xiuchun; Zhang, Shuguang
3
2016
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process. Zbl 1333.91055
Jia, Zhaoli; Bi, Xiuchun; Zhang, Shuguang
2
2015
Dynamic asset allocation with loss aversion in a jump-diffusion model. Zbl 1319.91146
Mi, Hui; Bi, Xiu-chun; Zhang, Shu-guang
2
2015
Pricing barrier options under stochastic volatility framework. Zbl 1283.91185
Zhai, Yunfei; Bi, Xiuchun; Zhang, Shuguang
2
2013
A local result on probability in renewal risk models. Zbl 1060.62118
Bi, Xiuchun; Yin, Chuancun
1
2005
Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion. Zbl 1293.49037
Zheng, Zhonghao; Bi, Xiuchun; Zhang, Shuguang
1
2013
Web renewal counting processes and their applications in insurance. Zbl 1498.60353
Li, Rong; Bi, Xiuchun; Zhang, Shuguang
1
2018
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints. Zbl 1411.91531
Song, Jingjing; Bi, Xiuchun; Li, Rong; Zhang, Shuguang
1
2017
Several properties of a nonstandard renewal counting process and their applications. Zbl 1445.60067
Li, Rong; Bi, Xiuchun; Zhang, Shuguang
1
2020
Optimal control for controllable stochastic linear systems. Zbl 1459.49019
Bi, Xiuchun; Sun, Jingrui; Xiong, Jie
6
2020
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. Zbl 1447.62052
Li, Rong; Bi, Xiuchun; Zhang, Shuguang
4
2020
Several properties of a nonstandard renewal counting process and their applications. Zbl 1445.60067
Li, Rong; Bi, Xiuchun; Zhang, Shuguang
1
2020
Web renewal counting processes and their applications in insurance. Zbl 1498.60353
Li, Rong; Bi, Xiuchun; Zhang, Shuguang
1
2018
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints. Zbl 1411.91531
Song, Jingjing; Bi, Xiuchun; Li, Rong; Zhang, Shuguang
1
2017
Optimal portfolio and consumption models under loss aversion in infinite time horizon. Zbl 1414.91353
Song, Jingjing; Bi, Xiuchun; Zhang, Shuguang
3
2016
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment. Zbl 1310.93082
Bi, Xiuchun; Zhang, Shuguang
4
2015
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process. Zbl 1333.91055
Jia, Zhaoli; Bi, Xiuchun; Zhang, Shuguang
2
2015
Dynamic asset allocation with loss aversion in a jump-diffusion model. Zbl 1319.91146
Mi, Hui; Bi, Xiu-chun; Zhang, Shu-guang
2
2015
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence. Zbl 1281.62223
Bi, Xiuchun; Zhang, Shuguang
17
2013
Pricing barrier options under stochastic volatility framework. Zbl 1283.91185
Zhai, Yunfei; Bi, Xiuchun; Zhang, Shuguang
2
2013
Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion. Zbl 1293.49037
Zheng, Zhonghao; Bi, Xiuchun; Zhang, Shuguang
1
2013
A local result on probability in renewal risk models. Zbl 1060.62118
Bi, Xiuchun; Yin, Chuancun
1
2005

Citations by Year