Optimal Time-Consistent Investment Strategy for a DC Pension Plan with the Return of Premiums Clauses and Annuity Contracts

by De-Lei Sheng, Ximin Rong
Published 2014-01-01

Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a Dual Risk Model

by Lidong Zhang, Ximin Rong, Ziping Du
Published 2014-01-01

Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a General Risk Model with Diffusion

by Lidong Zhang, Ximin Rong, Ziping Du
Published 2014-01-01

Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market

by Hui Zhao, Ximin Rong, Jiling Cao
Published 2013-01-01

Optimal Control of Investment-Reinsurance Problem for an Insurer with Jump-Diffusion Risk Process: Independence of Brownian Motions

by De-Lei Sheng, Ximin Rong, Hui Zhao
Published 2014-01-01

Worst-Case Investment and Reinsurance Optimization for an Insurer under Model Uncertainty

by Xiangbo Meng, Ximin Rong, Lidong Zhang, Ziping Du
Published 2016-01-01