×
Compute Distance To:
Author ID: qian.linyi Recent zbMATH articles by "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

Publications by Year

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 1230.62062
Zhu, Li-Ping; Qian, Lin-Yi; Lin, Jin-Guan
13
2011
Valuation of equity-indexed annuity under stochastic mortality and interest rate. Zbl 1231.91446
Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai
13
2010
Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
9
2019
A vorticity-based method for incompressible unsteady viscous flows. Zbl 1017.76054
Qian, L.; Vezza, M.
8
2001
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 1461.91264
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming
5
2018
Pricing dynamic fund protections with regime switching. Zbl 1329.91130
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming
4
2016
Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083
Chen, 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 1344.49031
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan
3
2016
Stochastic differential reinsurance games with capital injections. Zbl 1425.91237
Zhang, 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 1271.62247
Qian, Linyi; Yang, Hailiang; Wang, Rongming
2
2011
Weighted estimation of the dependence function for an extreme-value distribution. Zbl 1456.62055
Peng, Liang; Qian, Linyi; Yang, Jingping
2
2013
Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk. Zbl 1274.60215
Qian, LinYi; Wang, RongMing; Wang, Shuai
2
2012
Lookback option pricing for regime-switching jump diffusion models. Zbl 1347.91234
Jin, Zhuo; Qian, Linyi
1
2015
Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. Zbl 1297.91140
Qian, Linyi; Wang, Rongming; Zhao, Qian
1
2014
Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu
1
2018
Valuation of risk-based premium of DB pension plan with terminations. Zbl 1411.91310
Qian, Linyi; Shen, Yang; Wang, Wei; Yang, Zhixin
1
2019
Reinsurance-investment game between two mean-variance insurers under model uncertainty. Zbl 1447.91152
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
1
2021
Reinsurance-investment game between two mean-variance insurers under model uncertainty. Zbl 1447.91152
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
1
2021
Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
9
2019
Stochastic differential reinsurance games with capital injections. Zbl 1425.91237
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun
3
2019
Valuation of risk-based premium of DB pension plan with terminations. Zbl 1411.91310
Qian, Linyi; Shen, Yang; Wang, Wei; Yang, Zhixin
1
2019
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 1461.91264
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming
5
2018
Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu
1
2018
Pricing dynamic fund protections with regime switching. Zbl 1329.91130
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming
4
2016
Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083
Chen, 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 1344.49031
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan
3
2016
Lookback option pricing for regime-switching jump diffusion models. Zbl 1347.91234
Jin, Zhuo; Qian, Linyi
1
2015
Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. Zbl 1297.91140
Qian, Linyi; Wang, Rongming; Zhao, Qian
1
2014
Weighted estimation of the dependence function for an extreme-value distribution. Zbl 1456.62055
Peng, Liang; Qian, Linyi; Yang, Jingping
2
2013
Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk. Zbl 1274.60215
Qian, LinYi; Wang, RongMing; Wang, Shuai
2
2012
Variable selection in a class of single-index models. Zbl 1230.62062
Zhu, 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 1271.62247
Qian, Linyi; Yang, Hailiang; Wang, Rongming
2
2011
Valuation of equity-indexed annuity under stochastic mortality and interest rate. Zbl 1231.91446
Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai
13
2010
A vorticity-based method for incompressible unsteady viscous flows. Zbl 1017.76054
Qian, L.; Vezza, M.
8
2001
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

Citations by Year