Edit Profile (opens in new tab) Qian, Linyi Compute Distance To: Compute Author ID: qian.linyi Published as: Qian, Linyi; Qian, Lin-Yi; Qian, LinYi Documents Indexed: 36 Publications since 1997 Co-Authors: 31 Co-Authors with 33 Joint Publications 1,310 Co-Co-Authors all top 5 Co-Authors 0 single-authored 11 Wang, Wei 10 Jin, Zhuo 9 Wang, Rongming 7 Zhang, Nan 5 Wang, Ning 3 Shen, Yang 3 Wang, Shuai 2 Su, Xiaonan 2 Yang, Zhixin 2 Yao, Dingjun 2 Zhu, Liping 1 Burden, Conrad John 1 Chai, Kechen 1 Chen, An 1 Chen, Lv 1 Chen, Lyu 1 Chen, Peter C. Y. 1 Cheng, Gongpin 1 Ding, Fangqing 1 Fan, Kun 1 Liao, Jingyu 1 Lin, Jinguan 1 Liu, Zehui 1 Peng, Liang 1 Poo, Aun Neow 1 Roberts, Craig D. 1 Tandy, Peter C. 1 Tang, Yincai 1 Vezza, Marco 1 Wang, Wensheng 1 Wang, Xiuwen 1 Wen, Limin 1 Yang, Hailiang 1 Yang, Jingping 1 Yang, Yasong 1 Zhao, Qian 1 Zheng, Wei all top 5 Serials 6 Insurance Mathematics & Economics 5 Chinese Journal of Applied Probability and Statistics 5 Communications in Statistics. Theory and Methods 3 Journal of Computational and Applied Mathematics 3 Journal of Industrial and Management Optimization 2 Acta Mathematicae Applicatae Sinica 1 Australian Journal of Physics 1 Journal of Computational Physics 1 Annals of the Institute of Statistical Mathematics 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Communications in Statistics. Simulation and Computation 1 Bernoulli 1 Scandinavian Actuarial Journal 1 Control and Intelligent Systems 1 Frontiers of Mathematics in China 1 Science China. Mathematics 1 Mathematical Control and Related Fields all top 5 Fields 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Statistics (62-XX) 11 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 3 Systems theory; control (93-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 17 Publications have been cited 72 times in 56 Documents Cited by ▼ Year ▼ Variable selection in a class of single-index models. Zbl 1230.62062Zhu, Li-Ping; Qian, Lin-Yi; Lin, Jin-Guan 13 2011 Valuation of equity-indexed annuity under stochastic mortality and interest rate. Zbl 1231.91446Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai 13 2010 Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi 9 2019 A vorticity-based method for incompressible unsteady viscous flows. Zbl 1017.76054Qian, L.; Vezza, M. 8 2001 Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 1461.91264Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming 5 2018 Pricing dynamic fund protections with regime switching. Zbl 1329.91130Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming 4 2016 Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei 3 2016 Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Zbl 1344.49031Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan 3 2016 Stochastic differential reinsurance games with capital injections. Zbl 1425.91237Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun 3 2019 Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model. Zbl 1271.62247Qian, Linyi; Yang, Hailiang; Wang, Rongming 2 2011 Weighted estimation of the dependence function for an extreme-value distribution. Zbl 1456.62055Peng, Liang; Qian, Linyi; Yang, Jingping 2 2013 Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk. Zbl 1274.60215Qian, LinYi; Wang, RongMing; Wang, Shuai 2 2012 Lookback option pricing for regime-switching jump diffusion models. Zbl 1347.91234Jin, Zhuo; Qian, Linyi 1 2015 Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. Zbl 1297.91140Qian, Linyi; Wang, Rongming; Zhao, Qian 1 2014 Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu 1 2018 Valuation of risk-based premium of DB pension plan with terminations. Zbl 1411.91310Qian, Linyi; Shen, Yang; Wang, Wei; Yang, Zhixin 1 2019 Reinsurance-investment game between two mean-variance insurers under model uncertainty. Zbl 1447.91152Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi 1 2021 Reinsurance-investment game between two mean-variance insurers under model uncertainty. Zbl 1447.91152Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi 1 2021 Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi 9 2019 Stochastic differential reinsurance games with capital injections. Zbl 1425.91237Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun 3 2019 Valuation of risk-based premium of DB pension plan with terminations. Zbl 1411.91310Qian, Linyi; Shen, Yang; Wang, Wei; Yang, Zhixin 1 2019 Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 1461.91264Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming 5 2018 Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu 1 2018 Pricing dynamic fund protections with regime switching. Zbl 1329.91130Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming 4 2016 Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei 3 2016 Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Zbl 1344.49031Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan 3 2016 Lookback option pricing for regime-switching jump diffusion models. Zbl 1347.91234Jin, Zhuo; Qian, Linyi 1 2015 Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. Zbl 1297.91140Qian, Linyi; Wang, Rongming; Zhao, Qian 1 2014 Weighted estimation of the dependence function for an extreme-value distribution. Zbl 1456.62055Peng, Liang; Qian, Linyi; Yang, Jingping 2 2013 Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk. Zbl 1274.60215Qian, LinYi; Wang, RongMing; Wang, Shuai 2 2012 Variable selection in a class of single-index models. Zbl 1230.62062Zhu, Li-Ping; Qian, Lin-Yi; Lin, Jin-Guan 13 2011 Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model. Zbl 1271.62247Qian, Linyi; Yang, Hailiang; Wang, Rongming 2 2011 Valuation of equity-indexed annuity under stochastic mortality and interest rate. Zbl 1231.91446Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai 13 2010 A vorticity-based method for incompressible unsteady viscous flows. Zbl 1017.76054Qian, L.; Vezza, M. 8 2001 all cited Publications top 5 cited Publications all top 5 Cited by 118 Authors 7 Qian, Linyi 6 Jin, Zhuo 5 Wang, Ning 4 Zhang, Nan 3 Dong, Yinghui 3 Siu, Tak Kuen 3 Wang, Rongming 3 Zhang, Riquan 2 Balbás, Alejandro 2 Balbás, Beatriz 2 Balbás, Raquel 2 Fan, Kun 2 Shen, Yang 2 Wang, Kangning 2 Wang, Shuai 2 Wu, Sang 2 Xu, Chao 2 Yoshioka, Hidekazu 2 Zhao, Qian 1 Abebe, Asheber 1 Ai, Meiqiao 1 Bai, Lihua 1 Bai, Yanfei 1 Bindele, Huybrechts F. 1 Biswas, Arunangshu 1 Bo, Lijun 1 Bücher, Axel 1 Cao, Ming 1 Ceci, Claudia 1 Chen, Lv 1 Chen, Ping 1 Chiarella, Carl 1 Choiruddin, Achmad 1 Ciuperca, Gabriela 1 Coeurjolly, Jean-François 1 Da Fonseca, José 1 Gaillardetz, Patrice 1 Gan, Guojun 1 Gao, Rui 1 Godin, Frédéric 1 Goswami, Anindya 1 Grasselli, Martino 1 Guan, Guohui 1 Guo, Junyi 1 Hamel, Emmanuel 1 Heras, Antonio 1 Hou, Yanxi 1 Hu, Bin 1 Hurd, Thomas R. 1 Jevtić, Petar 1 Kan, Xiu 1 Kuchibhotla, Arun Kumar 1 Letué, Frédérique 1 Li, Deyuan 1 Li, Huan Yi 1 Li, Jianbo 1 Li, Shenghong 1 Li, Shuanming 1 Li, Yongjin 1 Liang, Xiaoqing 1 Lin, Lu 1 Liu, Aiai 1 Liu, Jicai 1 Lü, Fang 1 Lu, Yiqiang 1 Ludkovski, Michael 1 Lv, Wenxin 1 Lv, Yazhao 1 Mackay, Anne 1 Menoukeu Pamen, Olivier 1 Momeya, Romuald Hervé 1 Overbeck, Ludger 1 Pasricha, Puneet 1 Patra, Rohit Kumar 1 Peng, Liang 1 Qiu, Ming 1 Risk, Jimmy 1 Rong, Ximin 1 Segers, Johan 1 Selvamuthu, Dharmaraja 1 Sharma, Nitu 1 Shen, Guangjun 1 Shu, Huisheng 1 Su, Xiaonan 1 Tian, Zhaolu 1 Trottier, Denis-Alexandre 1 Tsujimura, Motoh 1 Wang, Guannan 1 Wang, Guojing 1 Wang, Li 1 Wang, Peiqi 1 Wang, Qihua 1 Wang, Suxin 1 Wang, Tao 1 Wang, Wei 1 Wang, Wensheng 1 Wei, Pengyu 1 Weng, Chengguo 1 Xiao, Helu 1 Xu, Lin ...and 18 more Authors all top 5 Cited in 33 Serials 9 Insurance Mathematics & Economics 5 Journal of Computational and Applied Mathematics 4 Communications in Statistics. Theory and Methods 4 Science China. Mathematics 2 Statistics & Probability Letters 2 Scandinavian Actuarial Journal 2 Journal of Systems Science and Complexity 2 ASTIN Bulletin 2 Journal of Industrial and Management Optimization 1 Computers & Mathematics with Applications 1 Metrika 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Computation 1 Applied Mathematics and Optimization 1 Journal of Statistical Planning and Inference 1 Bulletin of the Korean Mathematical Society 1 Optimization 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Statistical Papers 1 Bernoulli 1 Mathematical Problems in Engineering 1 Abstract and Applied Analysis 1 Mathematical Methods of Operations Research 1 Discrete Dynamics in Nature and Society 1 International Journal of Theoretical and Applied Finance 1 Journal of Applied Statistics 1 Extremes 1 The ANZIAM Journal 1 Journal of the Korean Statistical Society 1 Journal of Biological Dynamics 1 Electronic Journal of Statistics 1 European Actuarial Journal all top 5 Cited in 13 Fields 38 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Statistics (62-XX) 14 Probability theory and stochastic processes (60-XX) 6 Systems theory; control (93-XX) 2 Numerical analysis (65-XX) 2 Biology and other natural sciences (92-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year