Ximin Rong

Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model

Hui Zhao, Ximin Rong, Yonggan Zhao · Insurance Mathematics and Economics · 2013 · 109 citations

Option Pricing, Investment Problem, Engineering +10

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 · Journal of Computational and Applied Mathematics · 2013 · 43 citations

Mathematical Programming, Economics, Engineering +10

Time-consistent reinsurance–investment strategy for a mean–variance insurer under stochastic interest rate model and inflation risk

Danping Li, Ximin Rong, Hui Zhao · Insurance Mathematics and Economics · 2015 · 40 citations

Financial Risk Management, Time-consistent Reinsurance–investment Strategy, Derivative Pricing +6

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 · Journal of Computational and Applied Mathematics · 2017 · 39 citations

Option Pricing, Asset Pricing, Cev Model +12

Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model

Danping Li, Ximin Rong, Hui Zhao · Computational and Applied Mathematics · 2014 · 32 citations

Option Pricing, Investment Problem, Risk Management +7