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Optimal investment and consumption strategies for pooled annuity with partial information
Xie, Lin; Lv, Chen; Qian, Linyi; Li, Danping; Yang, Zhixin - In: Insurance / Mathematics & economics 108 (2023), pp. 129-155
Persistent link: https://www.econbiz.de/10013534515
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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
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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
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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
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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
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Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Liu, Guo; Jin, Zhuo; Li, Shuanming - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 508-524
Persistent link: https://www.econbiz.de/10012793950
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Mean-variance portfolio selection with non-negative state-dependent risk aversion
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin - In: Quantitative finance 21 (2021) 4, pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
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A perturbation approach to optimal investment, liability ratio, and dividend strategies
Jin, Zhuo; Xu, Zuo Quan; Zou, Bin - In: Scandinavian actuarial journal 2022 (2022) 2, pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
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Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo; Jin, Zhuo; Li, Shuanming; Zhang, Jiannan - In: Finance research letters 49 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013479221
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Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming; Jin, Zhuo; Li, Shuanming - In: Insurance / Mathematics & economics 113 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014466202