Lin Xu

Pricing of Equity Indexed Annuity under Fractional Brownian Motion Model

Lin Xu, Guangjun Shen, Dingjun Yao, 2014 .

Optimal investment and reinsurance for an insurer under Markov-modulated financial market

Lin Xu, Dingjun Yao, Liming Zhang, 2017 .

Optimal Investment and Consumption for an Insurer with High-Watermark Performance Fee

Lin Xu, Dingjun Yao, Hao Wang, 2015 .

Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle

Rongming Wang, Lin Xu, Dingjun Yao, 2017 .

Optimal Investment under Dual Risk Model and Markov Modulated Financial Market

Lin Xu, Dongjin Zhu, Liming Zhang, 2015 .

Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission

Rongming Wang, Lin Xu, Dingjun Yao, 2014 .

Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax

Lin Xu, Dingjun Yao, Gong Cheng, 2020, Journal of Industrial & Management Optimization.

On maximizing the expected terminal utility by investment and reinsurance

Dingjun Yao, Lin Xu, Rongming Wang, 2008 .