Edit Profile (opens in new tab) Rong, Ximin Compute Distance To: Compute Author ID: rong.ximin Published as: Rong, Ximin; Rong, Xi-min; Rong, Xi-Min Documents Indexed: 54 Publications since 1998 Co-Authors: 33 Co-Authors with 53 Joint Publications 1,000 Co-Co-Authors all top 5 Co-Authors 0 single-authored 31 Zhao, Hui 11 Li, Danping 7 Chang, Hao 7 Wang, Suxin 4 Du, Ziping 4 Zhang, Lidong 3 Xiong, Hongyun 2 Sheng, Delei 2 Wang, Yajie 2 Zhang, Chubing 1 Cao, Jiling 1 Chen, Jiachen 1 Cui, Hongyan 1 Dong, GuangHua 1 Du, Zhongfu 1 Han, Kai 1 Hou, Rujing 1 Hu, Lianggen 1 Kong, Xiangyu 1 Li, Huilai 1 Liu, Shan 1 Liu, Zeyi 1 Lu, Meiping 1 Ma, Jie 1 Ma, Zhihong 1 Meng, Xiangbo 1 Wang, Chenliang 1 Wang, Ning 1 Wang, Peiqi 1 Yi, Bo 1 Zhang, Kuiting 1 Zhao, Yonggan 1 Zhou, Rui all top 5 Serials 5 Journal of Systems Engineering 4 Journal of Computational and Applied Mathematics 4 Insurance Mathematics & Economics 4 Communications in Statistics. Theory and Methods 4 Discrete Dynamics in Nature and Society 4 Journal of Systems Science and Complexity 4 Chinese Journal of Engineering Mathematics 3 Abstract and Applied Analysis 2 International Journal of Control 2 Acta Mathematica Sinica 2 Acta Mathematicae Applicatae Sinica 2 Mathematical Problems in Engineering 2 IMA Journal of Management Mathematics 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Computation 1 Mathematics in Practice and Theory 1 Acta Scientiarum Naturalium Universitatis Jilinensis 1 Chinese Journal of Applied Probability and Statistics 1 Acta Mathematica Sinica. New Series 1 Applied Mathematics. Series B (English Edition) 1 Computational and Applied Mathematics 1 Journal of Tianjin Normal University. Natural Science Edition 1 Journal of Applied Mathematics 1 Journal of Industrial and Management Optimization 1 International Journal of Contemporary Mathematical Sciences all top 5 Fields 45 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Systems theory; control (93-XX) 16 Probability theory and stochastic processes (60-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 5 Statistics (62-XX) 3 Functional analysis (46-XX) 3 Operations research, mathematical programming (90-XX) 2 Partial differential equations (35-XX) 2 Operator theory (47-XX) 1 Global analysis, analysis on manifolds (58-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 24 Publications have been cited 170 times in 111 Documents Cited by ▼ Year ▼ Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model. Zbl 1290.91106Zhao, Hui; Rong, Ximin; Zhao, Yonggan 42 2013 Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. Zbl 1308.91088Li, Danping; Rong, Ximin; Zhao, Hui 20 2015 Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk. Zbl 1348.91161Li, Danping; Rong, Ximin; Zhao, Hui 17 2015 Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. Zbl 1394.91332Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo 11 2017 Optimal reinsurance-investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model. Zbl 1291.91120Li, Danping; Rong, Ximin; Zhao, Hui 11 2014 Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model. Zbl 1372.91097Wang, Yajie; Rong, Ximin; Zhao, Hui 10 2018 An investment and consumption problem with CIR interest rate and stochastic volatility. Zbl 1291.91189Chang, Hao; Rong, Xi-Min 9 2013 Optimal investment and consumption decisions under the constant elasticity of variance model. Zbl 1299.91115Chang, Hao; Rong, Xi-min; Zhao, Hui; Zhang, Chu-bing 6 2013 Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model. Zbl 1371.91099Li, Danping; Rong, Ximin; Zhao, Hui 6 2016 Portfolio selection problem with multiple risky assets under the constant elasticity of variance model. Zbl 1235.91159Zhao, Hui; Rong, Ximin 5 2012 On the constant elasticity of variance model for the utility maximization problem with multiple risky assets. Zbl 1473.91019Zhao, Hui; Rong, Ximin 5 2017 Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. Zbl 1414.91213Li, Danping; Rong, Ximin; Zhao, Hui 4 2016 Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market. Zbl 1411.91319Wang, Suxin; Rong, Ximin; Zhao, Hui 4 2019 Legendre transform-dual solution for a class of investment and consumption problems with HARA utility. Zbl 1407.91216Chang, Hao; Rong, Xi-min 3 2014 Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model. Zbl 1390.91193Li, Danping; Rong, Ximin; Zhao, Hui 3 2017 Stochastic differential game formulation on the reinsurance and investment problem. Zbl 1411.91297Li, Danping; Rong, Ximin; Zhao, Hui 3 2015 Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions. Zbl 1406.91206Sheng, De-Lei; Rong, Ximin; Zhao, Hui 2 2014 Worst-case investment and reinsurance optimization for an insurer under model uncertainty. Zbl 1405.91264Meng, Xiangbo; Rong, Ximin; Zhang, Lidong; Du, Ziping 2 2016 Optimal investment problem for an insurer and a reinsurer. Zbl 1333.91033Li, Danping; Rong, Ximin; Zhao, Hui 2 2015 Optimal investment for the defined-contribution pension with stochastic salary under a CEV model. Zbl 1299.91133Zhang, Chubing; Rong, Ximin; Zhao, Hui; Hou, Rujing 1 2013 Optimal investment with multiple risky assets for an insurer in an incomplete market. Zbl 1264.91122Zhao, Hui; Rong, Ximin; Cao, Jiling 1 2013 The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. Zbl 1433.91137Li, Danping; Rong, Ximin; Zhao, Hui 1 2016 Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts. Zbl 1422.91375Sheng, De-Lei; Rong, Ximin 1 2014 Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. Zbl 1429.91296Wang, Suxin; Rong, Ximin; Zhao, Hui 1 2019 Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market. Zbl 1411.91319Wang, Suxin; Rong, Ximin; Zhao, Hui 4 2019 Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. Zbl 1429.91296Wang, Suxin; Rong, Ximin; Zhao, Hui 1 2019 Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model. Zbl 1372.91097Wang, Yajie; Rong, Ximin; Zhao, Hui 10 2018 Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. Zbl 1394.91332Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo 11 2017 On the constant elasticity of variance model for the utility maximization problem with multiple risky assets. Zbl 1473.91019Zhao, Hui; Rong, Ximin 5 2017 Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model. Zbl 1390.91193Li, Danping; Rong, Ximin; Zhao, Hui 3 2017 Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model. Zbl 1371.91099Li, Danping; Rong, Ximin; Zhao, Hui 6 2016 Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. Zbl 1414.91213Li, Danping; Rong, Ximin; Zhao, Hui 4 2016 Worst-case investment and reinsurance optimization for an insurer under model uncertainty. Zbl 1405.91264Meng, Xiangbo; Rong, Ximin; Zhang, Lidong; Du, Ziping 2 2016 The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. Zbl 1433.91137Li, Danping; Rong, Ximin; Zhao, Hui 1 2016 Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. Zbl 1308.91088Li, Danping; Rong, Ximin; Zhao, Hui 20 2015 Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk. Zbl 1348.91161Li, Danping; Rong, Ximin; Zhao, Hui 17 2015 Stochastic differential game formulation on the reinsurance and investment problem. Zbl 1411.91297Li, Danping; Rong, Ximin; Zhao, Hui 3 2015 Optimal investment problem for an insurer and a reinsurer. Zbl 1333.91033Li, Danping; Rong, Ximin; Zhao, Hui 2 2015 Optimal reinsurance-investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model. Zbl 1291.91120Li, Danping; Rong, Ximin; Zhao, Hui 11 2014 Legendre transform-dual solution for a class of investment and consumption problems with HARA utility. Zbl 1407.91216Chang, Hao; Rong, Xi-min 3 2014 Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions. Zbl 1406.91206Sheng, De-Lei; Rong, Ximin; Zhao, Hui 2 2014 Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts. Zbl 1422.91375Sheng, De-Lei; Rong, Ximin 1 2014 Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model. Zbl 1290.91106Zhao, Hui; Rong, Ximin; Zhao, Yonggan 42 2013 An investment and consumption problem with CIR interest rate and stochastic volatility. Zbl 1291.91189Chang, Hao; Rong, Xi-Min 9 2013 Optimal investment and consumption decisions under the constant elasticity of variance model. Zbl 1299.91115Chang, Hao; Rong, Xi-min; Zhao, Hui; Zhang, Chu-bing 6 2013 Optimal investment for the defined-contribution pension with stochastic salary under a CEV model. Zbl 1299.91133Zhang, Chubing; Rong, Ximin; Zhao, Hui; Hou, Rujing 1 2013 Optimal investment with multiple risky assets for an insurer in an incomplete market. Zbl 1264.91122Zhao, Hui; Rong, Ximin; Cao, Jiling 1 2013 Portfolio selection problem with multiple risky assets under the constant elasticity of variance model. Zbl 1235.91159Zhao, Hui; Rong, Ximin 5 2012 all cited Publications top 5 cited Publications all top 5 Cited by 183 Authors 16 Zhao, Hui 13 Rong, Ximin 9 Li, Danping 6 Chang, Hao 5 Chen, Ping 5 Shen, Yang 5 Zhang, Yan 4 Bai, Yanfei 4 Guan, Guohui 4 Li, Zhongfei 4 Weng, Chengguo 4 Xiao, Helu 4 Yao, Haixiang 4 Zeng, Yan 4 Zhao, Peibiao 4 Zhou, Jieming 4 Zhou, Zhongbao 3 A, Chunxiang 3 Deng, Chao 3 Gao, Rui 3 Huang, Ya 3 Pan, Jian 3 Wang, Ning 2 Cao, Ming 2 Chang, Kai 2 Chen, Zhiping 2 Dang, Duy Minh 2 Deng, Yingchun 2 Forsyth, Peter A. 2 Jin, Zhuo 2 Josa-Fombellida, Ricardo 2 Lai, Chong 2 Lai, Yongzeng 2 Liang, Zongxia 2 Qian, Linyi 2 Shao, Yi 2 Siu, Tak Kuen 2 Van Staden, Pieter M. 2 Wang, Rongming 2 Wang, Suxin 2 Wong, Hoi Ying 2 Wu, Yonghong 2 Xiao, Qingxian 2 Yang, Hailiang 2 Yang, Peng 2 Yao, Dingjun 2 Yin, Zheng 2 Zhang, Miao 2 Zhang, Nan 2 Zhong, Feimin 2 Zhu, Huiming 1 Angkola, Francisca 1 Araneda, Axel A. 1 Aziz, Taha 1 Bakkaloglu, Ahmet 1 Barbu, Viorel 1 Barigou, Karim 1 Benazzoli, Chiara 1 Beyers, Conrad F. J. 1 Bian, Lihua 1 Brachetta, Matteo 1 Ceci, Claudia 1 Chen, Fenge 1 Chen, Shumin 1 Chen, Son-Nan 1 Chen, Xu 1 Chen, Yan 1 Chen, Yidong 1 Cheng, Gongpin 1 Cheng, Shuo 1 Chiu, Mei Choi 1 Delong, Łukasz 1 Di Persio, Luca 1 Fang, Zhenming 1 Fatima, Aeeman 1 Feng, Jian 1 Gao, Jinggui 1 Gao, Xiujuan 1 Gu, Ai-Lin 1 Gu, Ailing 1 Guambe, Calisto 1 Hagenimana, Emmanuel 1 Han, Kai 1 Hata, Hiroaki 1 Heiny, Johannes 1 Hu, Duni 1 Hu, Hanlei 1 Hu, Shengzhou 1 Huang, Hong-Chih 1 Kang, Zhilin 1 Khalique, Chaudry Masood 1 Kou, Bingyu 1 Kufakunesu, Rodwell 1 Lai, Gene C. 1 Lai, Shaoyong 1 Landsman, Zinoviy M. 1 Li, Dongchen 1 Li, Jiaao 1 Li, Shenghong 1 Li, Wenyuan ...and 83 more Authors all top 5 Cited in 30 Serials 27 Insurance Mathematics & Economics 15 Journal of Computational and Applied Mathematics 9 Journal of Industrial and Management Optimization 6 Discrete Dynamics in Nature and Society 5 Optimization 5 Communications in Statistics. Theory and Methods 5 Mathematical Problems in Engineering 4 Scandinavian Actuarial Journal 4 Journal of Systems Science and Complexity 3 European Journal of Operational Research 3 Abstract and Applied Analysis 3 Mathematical Methods of Operations Research 2 International Journal of Control 2 Operations Research Letters 2 Computational and Applied Mathematics 2 Journal of the Operations Research Society of China 1 Computers & Mathematics with Applications 1 Mathematical Methods in the Applied Sciences 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Optimization 1 Stochastic Analysis and Applications 1 Japan Journal of Industrial and Applied Mathematics 1 Bernoulli 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 ASTIN Bulletin 1 Mathematics and Financial Economics 1 Science China. Mathematics 1 Mathematical Control and Related Fields 1 Cogent Mathematics all top 5 Cited in 11 Fields 105 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 54 Systems theory; control (93-XX) 34 Probability theory and stochastic processes (60-XX) 13 Operations research, mathematical programming (90-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 8 Statistics (62-XX) 4 Partial differential equations (35-XX) 3 Numerical analysis (65-XX) 2 Mathematics education (97-XX) 1 Ordinary differential equations (34-XX) 1 Integral transforms, operational calculus (44-XX) Citations by Year