Rong Ximin
Professor
Department of Mathematics
Tianjin University
China
Biography
Rong Ximin 1988-1991, Department of Mathematics, Tianjin University, M.D. 　 1995-1998, Management Science and Engineering, Tianjin University, Ph.D. 　 1991-Present, School of Science, Tianjin University 　 1991-1997.11, Lecturer 　 1997.11-2003.6, Associate Professor 　 2003.6-Present, Professor
Research Interest
Mathematical Finance, 　 Financial Engineering, 　 Financial Management and 　 Operational Research
Publications
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Ximin R(2016)Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model .JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 29: 428-454.
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Ximin R(2016)The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. IMA JOURNAL OF MANAGEMENT MATHEMATICS 27: 255-280.
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Ximin R(2016)Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model COMPUTATIONAL & APPLIED MATHEMATICS 35: 533-557.
