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Author ID: rong.ximin Recent zbMATH articles by "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

Publications by Year

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 1290.91106
Zhao, 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 1308.91088
Li, 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 1348.91161
Li, 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 1394.91332
Li, 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 1291.91120
Li, 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 1372.91097
Wang, Yajie; Rong, Ximin; Zhao, Hui
10
2018
An investment and consumption problem with CIR interest rate and stochastic volatility. Zbl 1291.91189
Chang, Hao; Rong, Xi-Min
9
2013
Optimal investment and consumption decisions under the constant elasticity of variance model. Zbl 1299.91115
Chang, 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 1371.91099
Li, Danping; Rong, Ximin; Zhao, Hui
6
2016
Portfolio selection problem with multiple risky assets under the constant elasticity of variance model. Zbl 1235.91159
Zhao, Hui; Rong, Ximin
5
2012
On the constant elasticity of variance model for the utility maximization problem with multiple risky assets. Zbl 1473.91019
Zhao, Hui; Rong, Ximin
5
2017
Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. Zbl 1414.91213
Li, Danping; Rong, Ximin; Zhao, Hui
4
2016
Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market. Zbl 1411.91319
Wang, Suxin; Rong, Ximin; Zhao, Hui
4
2019
Legendre transform-dual solution for a class of investment and consumption problems with HARA utility. Zbl 1407.91216
Chang, Hao; Rong, Xi-min
3
2014
Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model. Zbl 1390.91193
Li, Danping; Rong, Ximin; Zhao, Hui
3
2017
Stochastic differential game formulation on the reinsurance and investment problem. Zbl 1411.91297
Li, 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 1406.91206
Sheng, De-Lei; Rong, Ximin; Zhao, Hui
2
2014
Worst-case investment and reinsurance optimization for an insurer under model uncertainty. Zbl 1405.91264
Meng, Xiangbo; Rong, Ximin; Zhang, Lidong; Du, Ziping
2
2016
Optimal investment problem for an insurer and a reinsurer. Zbl 1333.91033
Li, Danping; Rong, Ximin; Zhao, Hui
2
2015
Optimal investment for the defined-contribution pension with stochastic salary under a CEV model. Zbl 1299.91133
Zhang, Chubing; Rong, Ximin; Zhao, Hui; Hou, Rujing
1
2013
Optimal investment with multiple risky assets for an insurer in an incomplete market. Zbl 1264.91122
Zhao, 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 1433.91137
Li, 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 1422.91375
Sheng, De-Lei; Rong, Ximin
1
2014
Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. Zbl 1429.91296
Wang, Suxin; Rong, Ximin; Zhao, Hui
1
2019
Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market. Zbl 1411.91319
Wang, Suxin; Rong, Ximin; Zhao, Hui
4
2019
Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. Zbl 1429.91296
Wang, 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 1372.91097
Wang, 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 1394.91332
Li, 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 1473.91019
Zhao, Hui; Rong, Ximin
5
2017
Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model. Zbl 1390.91193
Li, 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 1371.91099
Li, Danping; Rong, Ximin; Zhao, Hui
6
2016
Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. Zbl 1414.91213
Li, Danping; Rong, Ximin; Zhao, Hui
4
2016
Worst-case investment and reinsurance optimization for an insurer under model uncertainty. Zbl 1405.91264
Meng, 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 1433.91137
Li, 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 1308.91088
Li, 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 1348.91161
Li, Danping; Rong, Ximin; Zhao, Hui
17
2015
Stochastic differential game formulation on the reinsurance and investment problem. Zbl 1411.91297
Li, Danping; Rong, Ximin; Zhao, Hui
3
2015
Optimal investment problem for an insurer and a reinsurer. Zbl 1333.91033
Li, 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 1291.91120
Li, Danping; Rong, Ximin; Zhao, Hui
11
2014
Legendre transform-dual solution for a class of investment and consumption problems with HARA utility. Zbl 1407.91216
Chang, 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 1406.91206
Sheng, 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 1422.91375
Sheng, 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 1290.91106
Zhao, Hui; Rong, Ximin; Zhao, Yonggan
42
2013
An investment and consumption problem with CIR interest rate and stochastic volatility. Zbl 1291.91189
Chang, Hao; Rong, Xi-Min
9
2013
Optimal investment and consumption decisions under the constant elasticity of variance model. Zbl 1299.91115
Chang, 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 1299.91133
Zhang, Chubing; Rong, Ximin; Zhao, Hui; Hou, Rujing
1
2013
Optimal investment with multiple risky assets for an insurer in an incomplete market. Zbl 1264.91122
Zhao, Hui; Rong, Ximin; Cao, Jiling
1
2013
Portfolio selection problem with multiple risky assets under the constant elasticity of variance model. Zbl 1235.91159
Zhao, Hui; Rong, Ximin
5
2012
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

Citations by Year