Ximin Rong

Publication Activity (10 Years)

Years Active: 2014-2021
Publications (10 Years): 10

Top Topics

Investment Strategies

Pursuit Evasion

Stochastic Processes

Return On Investment

Top Venues

J. Comput. Appl. Math.

J. Syst. Sci. Complex.

Int. J. Control

Appl. Math. Comput.

Publications

Peiqi Wang, Ximin Rong, Hui Zhao, Suxin Wang
Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk. J. Comput. Appl. Math. 391 (2021)
Kai Han, Ximin Rong, Hui Zhao, Suxin Wang
Optimal investment problem for an open-end fund with dynamic flows. Int. J. Control 94 (12) (2021)
Suxin Wang, Ximin Rong, Hui Zhao
Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. Appl. Math. Comput. 346 (2019)
Yajie Wang, Ximin Rong, Hui Zhao
Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model. J. Comput. Appl. Math. 328 (2018)
Danping Li, Ximin Rong, Hui Zhao
Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model. J. Syst. Sci. Complex. 29 (2) (2016)
Danping Li, Ximin Rong, Hui Zhao
Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. J. Comput. Appl. Math. 283 (2015)
Danping Li, Ximin Rong, Hui Zhao
Stochastic differential game formulation on the reinsurance and investment problem. Int. J. Control 88 (9) (2015)
Hui Zhao, Ximin Rong
Optimal investment with multiple risky assets for an insurer with modified periodic risk process. J. Syst. Sci. Complex. 28 (4) (2015)
Ning Wang, Ximin Rong, Guanghua Dong
A continuum percolation model for stock price fluctuation as a Lévy process. J. Syst. Sci. Complex. 28 (1) (2015)
Danping Li, Ximin Rong, Hui Zhao
Optimal investment problem for an insurer and a reinsurer. J. Syst. Sci. Complex. 28 (6) (2015)
Danping Li, Ximin Rong, Hui Zhao
Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model. J. Comput. Appl. Math. 255 (2014)