Edit Profile (opens in new tab) Bi, Xiuchun Co-Author Distance Author ID: 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 all top 5 Co-Authors 0 single-authored 20 Zhang, Shuguang 10 Li, Rong 3 Song, JingJing 2 Yuan, Lvning 2 Zhang, Jiaojiao 1 Cui, Zhenyu 1 Fan, Jiacheng 1 Jia, Zhaoli 1 Liu, Bo 1 Liu, Xuqi 1 Long, Aoming 1 Mi, Hui 1 Su, Yuxia 1 Sun, Jingrui 1 Wang, Xinhua 1 Xiong, Jie 1 Yin, Chuancun 1 Zhai, Yunfei 1 Zheng, Zhonghao all top 5 Serials 5 Journal of Systems Science and Complexity 2 Acta Mathematicae Applicatae Sinica 2 Statistics & Probability Letters 2 Journal of Systems Science and Mathematical Sciences 2 Journal of Qufu Normal University. Natural Science 1 Applied Mathematics and Computation 1 Journal of Xiamen University. Natural Science 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Economic Dynamics & Control 1 Applied Mathematics. Series A (Chinese Edition) 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Abstract and Applied Analysis 1 Journal of Inequalities and Applications 1 Probability in the Engineering and Informational Sciences 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Journal of University of Science and Technology of China 1 Acta Mathematica Sinica. Chinese Series all top 5 Fields 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Probability theory and stochastic processes (60-XX) 8 Statistics (62-XX) 6 Systems theory; control (93-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 Cited by 69 Authors 7 Fu, Ke’ang 5 Bi, Xiuchun 5 Zhang, Shuguang 4 Li, Rong 3 Sun, Jingrui 2 Li, Jie 2 Liang, Zongxia 2 Liu, Yang 2 Shen, Xinmei 2 Song, JingJing 2 Wang, Jiangfeng 2 Wang, Shijie 2 Xiong, Jie 2 Zhang, Yingwei 1 Bernackaitė, Emilija 1 Cao, Jian-Peng 1 Chen, Yidong 1 Chen, Zhenlong 1 Cui, Chaoran 1 Dong, Jie 1 Du, Wenyou 1 Fan, Yunpeng 1 Fang, Yanbing 1 Gao, Qingwu 1 Gao, Rong 1 Gao, Yu 1 Gu, Ailing 1 Guo, Hui 1 He, Lin 1 He, Xinya 1 Huang, Yujuan 1 Jiang, Tao 1 Lang, Liying 1 Li, Huijie 1 Li, Zhiguo 1 Liu, Allen P. 1 Liu, Kaixiang 1 Liu, Xijun 1 Long, Mingsi 1 Lu, Dawei 1 Lu, Zhonghua 1 Mi, Hui 1 Peng, Kaixiang 1 Rong, Ximin 1 Šiaulys, Jonas 1 Sun, Zhongyang 1 Tong, Zhigang 1 Wang, Hanxiao 1 Wang, Suxin 1 Wang, Wenjing 1 Wen, Jiaqiang 1 Wu, Zhen 1 Xu, Juanjuan 1 Xu, Lixia 1 Yao, Haixiang 1 You, Bo 1 Yu, Wenguang 1 Yu, Zhiyong 1 Yuan, Fengyi 1 Yuan, Meng 1 Zhang, Chuanfang 1 Zhang, Chuanwei 1 Zhang, Haisen 1 Zhang, Huanshui 1 Zhang, Kai 1 Zhang, Wei 1 Zhang, Xianfeng 1 Zhao, Hui 1 Zhong, Xue-ting all top 5 Cited in 22 Serials 5 Communications in Statistics. Theory and Methods 4 Statistics & Probability Letters 4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 3 Journal of Systems Science and Complexity 2 Journal of the Franklin Institute 2 Applied Mathematics and Computation 2 Journal of Computational and Applied Mathematics 2 Insurance Mathematics & Economics 2 Applied Mathematics. Series B (English Edition) 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal 1 Physica A 1 Automatica 1 Systems & Control Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Filomat 1 Mathematical Problems in Engineering 1 Journal of Inequalities and Applications 1 Probability in the Engineering and Informational Sciences 1 The ANZIAM Journal 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Symmetry all top 5 Cited in 11 Fields 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Probability theory and stochastic processes (60-XX) 13 Systems theory; control (93-XX) 8 Statistics (62-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) 1 Mathematics education (97-XX) Citations by Year