Qiu, Ming; Jin, Zhuo; Li, Shuanming Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach. (English) Zbl 07803998 Insur. Math. Econ. 113, 1-23 (2023). MSC: 91G05 91G45 PDFBibTeX XMLCite \textit{M. Qiu} et al., Insur. Math. Econ. 113, 1--23 (2023; Zbl 07803998) Full Text: DOI
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming A class of non-zero-sum stochastic differential games between two mean-variance insurers under stochastic volatility. (English) Zbl 1518.91231 Probab. Eng. Inf. Sci. 37, No. 2, 491-517 (2023). MSC: 91G05 91A15 91A80 60H30 PDFBibTeX XMLCite \textit{J. Zhang} et al., Probab. Eng. Inf. Sci. 37, No. 2, 491--517 (2023; Zbl 1518.91231) Full Text: DOI
Jin, Zhuo; Zuo, Quan Xu; Zou, Bin A perturbation approach to optimal investment, liability ratio, and dividend strategies. (English) Zbl 1492.91301 Scand. Actuar. J. 2022, No. 2, 165-188 (2022). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{Z. Jin} et al., Scand. Actuar. J. 2022, No. 2, 165--188 (2022; Zbl 1492.91301) Full Text: DOI arXiv
Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (English) Zbl 1485.91211 Scand. Actuar. J. 2021, No. 10, 832-865 (2021). MSC: 91G05 91B42 PDFBibTeX XMLCite \textit{N. Wang} et al., Scand. Actuar. J. 2021, No. 10, 832--865 (2021; Zbl 1485.91211) Full Text: DOI
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin Mean-variance portfolio selection with non-negative state-dependent risk aversion. (English) Zbl 1479.91366 Quant. Finance 21, No. 4, 657-671 (2021). MSC: 91G10 60H10 PDFBibTeX XMLCite \textit{T. Wang} et al., Quant. Finance 21, No. 4, 657--671 (2021; Zbl 1479.91366) Full Text: DOI
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming On a class of non-zero-sum stochastic differential dividend games with regime switching. (English) Zbl 1508.91030 Appl. Math. Comput. 397, Article ID 125956, 18 p. (2021). MSC: 91A15 60H30 60J28 91G05 93E20 PDFBibTeX XMLCite \textit{J. Zhang} et al., Appl. Math. Comput. 397, Article ID 125956, 18 p. (2021; Zbl 1508.91030) Full Text: DOI
Zhang, Nan; Qian, Linyi; Jin, Zhuo; Wang, Wei Optimal stop-loss reinsurance with joint utility constraints. (English) Zbl 1474.91166 J. Ind. Manag. Optim. 17, No. 2, 841-868 (2021). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{N. Zhang} et al., J. Ind. Manag. Optim. 17, No. 2, 841--868 (2021; Zbl 1474.91166) Full Text: DOI
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints. (English) Zbl 1460.91241 Insur. Math. Econ. 96, 168-184 (2021). MSC: 91G05 91A15 91A80 PDFBibTeX XMLCite \textit{N. Wang} et al., Insur. Math. Econ. 96, 168--184 (2021; Zbl 1460.91241) Full Text: DOI
Zhou, Zhou; Jin, Zhuo Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. (English) Zbl 1452.91286 Insur. Math. Econ. 94, 100-108 (2020). MSC: 91G05 91A80 PDFBibTeX XMLCite \textit{Z. Zhou} and \textit{Z. Jin}, Insur. Math. Econ. 94, 100--108 (2020; Zbl 1452.91286) Full Text: DOI
Cheng, Xiang; Jin, Zhuo; Yang, Hailiang Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach. (English) Zbl 1447.91129 ASTIN Bull. 50, No. 2, 449-477 (2020). MSC: 91G05 60J28 68T07 PDFBibTeX XMLCite \textit{X. Cheng} et al., ASTIN Bull. 50, No. 2, 449--477 (2020; Zbl 1447.91129) Full Text: DOI
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. (English) Zbl 1443.91271 J. Comput. Appl. Math. 380, Article ID 112951, 16 p. (2020). MSC: 91G10 60H10 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Comput. Appl. Math. 380, Article ID 112951, 16 p. (2020; Zbl 1443.91271) Full Text: DOI
Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. (English) Zbl 1426.91205 Nonlinear Anal., Hybrid Syst. 32, 276-293 (2019). MSC: 91G05 91A15 91A23 60J75 PDFBibTeX XMLCite \textit{T. Bui} et al., Nonlinear Anal., Hybrid Syst. 32, 276--293 (2019; Zbl 1426.91205) Full Text: DOI arXiv
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun Stochastic differential reinsurance games with capital injections. (English) Zbl 1425.91237 Insur. Math. Econ. 88, 7-18 (2019). MSC: 91B30 91A15 91A23 PDFBibTeX XMLCite \textit{N. Zhang} et al., Insur. Math. Econ. 88, 7--18 (2019; Zbl 1425.91237) Full Text: DOI
Zhao, Qian; Jin, Zhuo; Wei, Jiaqin Optimal debt ratio and dividend strategies for an insurer under a regime-switching model. (English) Zbl 1411.91328 Stoch. Models 34, No. 4, 435-463 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{Q. Zhao} et al., Stoch. Models 34, No. 4, 435--463 (2018; Zbl 1411.91328) Full Text: DOI
Tan, Senren; Jin, Zhuo; Yin, G. Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. (English) Zbl 1378.91102 Nonlinear Anal., Hybrid Syst. 27, 141-156 (2018). MSC: 91B30 60J75 93E20 PDFBibTeX XMLCite \textit{S. Tan} et al., Nonlinear Anal., Hybrid Syst. 27, 141--156 (2018; Zbl 1378.91102) Full Text: DOI
Jin, Zhuo; Yang, Hai-liang; Yin, G. A numerical approach to optimal dividend policies with capital injections and transaction costs. (English) Zbl 1360.91153 Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221-238 (2017). MSC: 91G60 65C30 60H35 65C05 91B30 93E20 PDFBibTeX XMLCite \textit{Z. Jin} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221--238 (2017; Zbl 1360.91153) Full Text: DOI Link
Jin, Zhuo Optimal debt ratio and consumption strategies in financial crisis. (English) Zbl 1320.91136 J. Optim. Theory Appl. 166, No. 3, 1029-1050 (2015). MSC: 91G10 91G80 93E20 PDFBibTeX XMLCite \textit{Z. Jin}, J. Optim. Theory Appl. 166, No. 3, 1029--1050 (2015; Zbl 1320.91136) Full Text: DOI
Jin, Zhuo; Yang, Hailiang; Yin, G. Optimal debt ratio and dividend payment strategies with reinsurance. (English) Zbl 1348.91156 Insur. Math. Econ. 64, 351-363 (2015). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{Z. Jin} et al., Insur. Math. Econ. 64, 351--363 (2015; Zbl 1348.91156) Full Text: DOI
Jin, Zhuo; Yang, Hailiang; Yin, Gang George Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. (English) Zbl 1364.93863 Automatica 49, No. 8, 2317-2329 (2013). MSC: 93E20 91G10 60J10 60J75 93C10 49J40 PDFBibTeX XMLCite \textit{Z. Jin} et al., Automatica 49, No. 8, 2317--2329 (2013; Zbl 1364.93863) Full Text: DOI Link
Jin, Zhuo; Yin, George An optimal dividend policy with delayed capital injections. (English) Zbl 1302.91189 ANZIAM J. 55, No. 2, 129-150 (2013). MSC: 91G50 93E20 62P05 PDFBibTeX XMLCite \textit{Z. Jin} and \textit{G. Yin}, ANZIAM J. 55, No. 2, 129--150 (2013; Zbl 1302.91189) Full Text: DOI
Jin, Zhuo; Yin, G.; Zhu, Chao Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. (English) Zbl 1267.93184 Automatica 48, No. 8, 1489-1501 (2012). MSC: 93E20 91B30 91G10 60J10 PDFBibTeX XMLCite \textit{Z. Jin} et al., Automatica 48, No. 8, 1489--1501 (2012; Zbl 1267.93184) Full Text: DOI arXiv Link