Ximin Rong

According to our database, Ximin Rong authored at least 11 papers between 2014 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk.

Peiqi Wang, Ximin Rong, Hui Zhao, Suxin Wang

J. Comput. Appl. Math., 2021

Optimal investment problem for an open-end fund with dynamic flows.

Kai Han, Ximin Rong, Hui Zhao, Suxin Wang

Int. J. Control, 2021

2019

Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans.

Suxin Wang, Ximin Rong, Hui Zhao

Appl. Math. Comput., 2019

2018

Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model.

Yajie Wang, Ximin Rong, Hui Zhao

J. Comput. Appl. Math., 2018

2016

Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model.

Danping Li, Ximin Rong, Hui Zhao

J. Syst. Sci. Complex., 2016

2015

Optimal investment with multiple risky assets for an insurer with modified periodic risk process.

Hui Zhao, Ximin Rong

J. Syst. Sci. Complex., 2015

A continuum percolation model for stock price fluctuation as a Lévy process.

Ning Wang, Ximin Rong, Guanghua Dong

J. Syst. Sci. Complex., 2015

Optimal investment problem for an insurer and a reinsurer.

Danping Li, Ximin Rong, Hui Zhao

J. Syst. Sci. Complex., 2015

Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model.

Danping Li, Ximin Rong, Hui Zhao

J. Comput. Appl. Math., 2015

Stochastic differential game formulation on the reinsurance and investment problem.

Danping Li, Ximin Rong, Hui Zhao

Int. J. Control, 2015

2014

Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model.

Danping Li, Ximin Rong, Hui Zhao

J. Comput. Appl. Math., 2014