1. Hedging of contingent claims written on non traded assets under Markov-modulated models. Issue 12 (17th June 2016) Authors: Wang, Wei; Qian, Linyi; Wang, Wensheng Journal: Communications in statistics Issue: Volume 45:Issue 12(2016) Page Start: 3577 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Issue 4 (3rd July 2016) Authors: Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan Journal: Stochastic analysis and applications Issue: Volume 34:Issue 4(2016) Page Start: 662 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Modelling the aggregate loss for insurance claims with dependence. Issue 9 (3rd May 2021) Authors: Wang, Ning; Qian, Linyi; Zhang, Nan; Liu, Zehui Journal: Communications in statistics Issue: Volume 50:Issue 9(2021) Page Start: 2080 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Pricing and hedging equity-indexed annuities via local risk-minimization. Issue 6 (19th March 2019) Authors: Qian, Linyi; Wang, Wei; Wang, Ning; Wang, Shuai Journal: Communications in statistics Issue: Volume 48:Issue 6(2019) Page Start: 1417 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Pricing dynamic fund protections for a hyperexponential jump diffusion process. Issue 1 (2nd January 2018) Authors: Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu Journal: Communications in statistics Issue: Volume 47:Issue 1(2018) Page Start: 210 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Tontines with mixed cohorts. Issue 5 (28th May 2021) Authors: Chen, An; Qian, Linyi; Yang, Zhixin Journal: Scandinavian actuarial journal Issue: Volume 2021:Issue 5(2021) Page Start: 437 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗