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Optimal reinsurance strategies...
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6
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6
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5
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5
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4
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3
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ECONIS (ZBW)
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1
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren
;
Jin, Zhuo
;
Wu, Fuke
- In:
Economic modelling
49
(
2015
),
pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Saved in:
2
Robust non-zero-sum investment and reinsurance game with default risk
Wang, Ning
;
Zhang, Nan
;
Jin, Zhuo
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 115-132
Persistent link: https://www.econbiz.de/10011990456
Saved in:
3
Optimal reinsurance under dynamic VaR constraint
Zhang, Nan
;
Jin, Zhuo
;
Li, Shuanming
;
Chen, Ping
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
Saved in:
4
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
Zhou, Zhou
;
Jin, Zhuo
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 100-108
Persistent link: https://www.econbiz.de/10012419145
Saved in:
5
Household consumption-investment-insurance decisions with uncertain income and market ambiguity
Wang, Ning
;
Jin, Zhuo
;
Siu, Tak Kuen
;
Qiu, Ming
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 832-865
Persistent link: https://www.econbiz.de/10012696889
Saved in:
6
Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Wei, Jiaqin
;
Cheng, Xiang
;
Jin, Zhuo
;
Wang, Hao
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 244-256
Persistent link: https://www.econbiz.de/10012242023
Saved in:
7
Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach
Cheng, Xiang
;
Jin, Zhuo
;
Yang, Hailiang
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 449-477
Persistent link: https://www.econbiz.de/10012243372
Saved in:
8
Household lifetime strategies under a self-contagious market
Liu, Guo
;
Jin, Zhuo
;
Li, Shuanming
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 935-952
Persistent link: https://www.econbiz.de/10012387421
Saved in:
9
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Jin, Zhuo
;
Liu, Guo
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 1130-1143
Persistent link: https://www.econbiz.de/10012132524
Saved in:
10
Stochastic differential reinsurance games with capital injections
Zhang, Nan
;
Jin, Zhuo
;
Qian, Linyi
;
Fan, Kun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 7-18
Persistent link: https://www.econbiz.de/10012105353
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