Linyi Qian

Robust non-zero-sum investment and reinsurance game with default risk

Ning Wang, Nan Zhang, Zhuo Jin et al. · Insurance Mathematics and Economics · 2018 · 37 citations

Economics, Financial Risk Management, Risk Management +7

Reinsurance–investment game between two mean–variance insurers under model uncertainty

Ning Wang, Nan Zhang, Zhuo Jin et al. · Journal of Computational and Applied Mathematics · 2020 · 37 citations

Economics, Uncertainty Management, Risk Management +4

Variable selection in a class of single-index models

Li Zhu, Linyi Qian, Jin‐Guan Lin · Annals of the Institute of Statistical Mathematics · 2010 · 32 citations

Mathematical Programming, Index System, Engineering +5

Valuation of equity-indexed annuity under stochastic mortality and interest rate

Linyi Qian, Wei Wang, Rongming Wang et al. · Insurance Mathematics and Economics · 2010 · 28 citations

Economics, Financial Economics, Asset Pricing +6

Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer

Nan Zhang, Zhuo Jin, Linyi Qian et al. · Journal of Computational and Applied Mathematics · 2018 · 24 citations

Mutual Benefit, Health Insurance, Management +4