1.Li Danpng,Rong Ximin,Zhao Hui,Bo Yi, Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model.Insurance Mathematics and Economics,2017,72(1),6-20.SCI:EJ9GH
2.Li Danping,Rong Ximin, Zhao Hui, On the constant elasticity of variance model for the utility maximization problem with multiple risky assets.IMA Journal of Management Mathematics,2017,28(2),299-320.SCI:EU4MN
3.Li Danping,Rong Ximin, Zhao Hui, Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2017,46,19,9459-9475.SCI:FF1PP
4.Li Danping, Rong Ximin, Zhao Hui, Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model .COMPUTATIONAL & APPLIED MATHEMATICS ,2016,35(2),533-557. SCI: DQ0YZ
5.Zhao Hui, Rong Ximin, The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. IMA JOURNAL OF MANAGEMENT MATHEMATICS ,2016,27(2),255-280. SCI: DJ5GX
6.Zhao Hui,Rong Ximin, Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model . JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY ,2016,29(2),428-454. SCI: DI3AC
7.Li Danping,Rong Ximin, Zhao Hui, Equilibrium excess-of-loss reinsuranceinvestmentstrategy for a mean-varianceinsurer under stochastic volatility model. Communication in Statistics- Theory and Methods,2016. DOI: 10.1080/03610926.2016.1212071
8.Li Danping,Rong Ximin, Zhao Hui, Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk .INSURANCE MATHEMATICS & ECONOMICS,2015,64,28-44. SCI: CS5QU
9.Li Danping,Rong Ximin, Zhao Hui, Optimal investment problem for an insurer and a reinsurer .JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2015,28(6),1326-1343. SCI: CX7IM
10.Li Danping,Rong Ximin, Zhao Hui, Stochastic differential game formulation on the reinsurance and investment problem .INTERNATIONAL JOURNAL OFCONTROL,2015,88(9),1861-1877. SCI: CN1ES
11.Li Danping,Rong Ximin, Zhao Hui, Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model ,Journal of Computational and Applied Mathematics, 2015,283(1), 142-162. SCI:CE2KR
12.Wang Ning,Rong Ximin, A continuum percolation model for stock price fluctuation as a Lévy. Journal of Systems Science and Complexity, 2015,28(1),175-189. SCI:A26PR
13.Li Danping,Rong Ximin, Zhao Hui, Optimal investment with multiple risky assets for an insurer with modified periodic risk process. Journal of Systems Science and Complexity,2015,28(4),997-1014.
14.Li Danping, Rong Ximin, Zhao Hui, Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model. Journal of Computational and Applied Mathematics, 2014,255(1), 671-683. SCI:241XK
15.Chang Hao, Rong Ximin, Legendre Transform-Dual Solution for a Class of Investment and Consumption Problems with HARA Utility. Mathematical Problems in Engineering, DOI: 10.1155/2014/656438,2014. SCI: AJ1VL
16.Zhao Hui, Rong Ximin, Zhao Yonggan, Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model. Insurance: Mathematics and Economics, 2013, 53(3), 504-514. SCI: 275ES
17.Zhang Chubing, Rong Ximin, Zhao Hui, Optimal investment for the defined-contribution pension with stochastic salary under a CEV model. Applied Mathematics-A Journal of Chinese Universities Series B,2013,28(2),187-203. SCI:163XX
18.Chang Hao,Rong Ximin, Dynamic Mean-Variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process. Journal of Applied Mathematics,DOI: 10.1155/2013/348059,2013. SCI: 253WA
19.Zhao Hui, Rong Ximin, Portfolio Selection Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model. Insurance: Mathematics and Economics,2012,50(1),179-190. SCI: 892CL
20.Zhao Hui, Rong Ximin, Optimal Investment Problem with Taxes, Dividends and Transaction Costs under Constant Elasticity of Variance (CEV) Model.WSEAS Transactions on Mathematics,2012,12(3),243-255. EI:20132116354422