Edit Profile (opens in new tab) Chen, Ping Co-Author Distance Author ID: chen.ping Published as: Chen, Ping Homepage: https://fbe.unimelb.edu.au/our-people/staff/economics/ping-chen External Links: ORCID · Google Scholar · ResearchGate Documents Indexed: 31 Publications since 2007, including 2 Additional arXiv Preprints Co-Authors: 26 Co-Authors with 28 Joint Publications 1,161 Co-Co-Authors all top 5 Co-Authors 0 single-authored 8 Li, Shuanming 6 Jin, Zhuo 5 Yao, Haixiang 4 Yang, Hailiang 4 Zhang, Jiannan 3 Wang, Wenyuan 3 Zhang, Miao 3 Zhao, Yongxia 2 Li, Xun 2 Liu, Zhang 2 Luo, Shunlong 2 Zhang, Nan 1 Avanzi, Benjamin 1 Chen, Zhiping 1 Henriksen, Lars Frederik Brandt 1 Hu, Yijun 1 Wang, Liyuan 1 Wang, Rongming 1 Wang, Yuebao 1 Wong, Bernard 1 Wu, Xueyuan 1 Yam, Sheung Chi Phillip 1 Yang, Zhou 1 Yao, Dingjun 1 Yin, George Gang 1 Zhai, Jianliang 1 Zhang, Aili 1 Zhang, Tusheng S. all top 5 Serials 8 Insurance Mathematics & Economics 6 Journal of Industrial and Management Optimization 3 Applied Mathematics and Computation 2 Journal of Optimization Theory and Applications 1 Theoretical and Mathematical Physics 1 Journal of Computational and Applied Mathematics 1 Operations Research Letters 1 Communications in Statistics. Simulation and Computation 1 Applied Mathematical Finance 1 International Journal of Theoretical and Applied Finance 1 Probability in the Engineering and Informational Sciences 1 Applied Stochastic Models in Business and Industry 1 Scandinavian Actuarial Journal 1 Frontiers of Mathematics in China all top 5 Fields 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Probability theory and stochastic processes (60-XX) 9 Systems theory; control (93-XX) 4 Statistics (62-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Quantum theory (81-XX) 2 Information and communication theory, circuits (94-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Relativity and gravitational theory (83-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 23 Publications have been cited 311 times in 239 Documents Cited by ▼ Year ▼ Markowitz’s mean-variance asset-liability management with regime switching: a continuous-time model. Zbl 1152.91496 Chen, Ping; Yang, Hailiang; Yin, George 81 2008 Markowitz’s mean-variance asset-liability management with regime switching: a multi-period model. Zbl 1213.91137 Chen, Ping; Yang, Hailiang 35 2011 Markowitz’s mean-variance defined contribution pension fund management under inflation: a continuous-time model. Zbl 1290.91153 Yao, Haixiang; Yang, Zhou; Chen, Ping 30 2013 Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes. Zbl 1394.91243 Zhao, Yongxia; Chen, Ping; Yang, Hailiang 30 2017 Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. Zbl 1290.91079 Chen, Ping; Yam, S. C. P. 24 2013 Mean-variance asset-liability management under constant elasticity of variance process. Zbl 1371.91173 Zhang, Miao; Chen, Ping 21 2016 Optimal dividends and capital injections in the dual model with a random time horizon. Zbl 1341.49021 Zhao, Yongxia; Wang, Rongming; Yao, Dingjun; Chen, Ping 15 2015 Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112 Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping 15 2016 Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171 Yao, Haixiang; Chen, Ping; Li, Xun 8 2016 Direct approach to quantum extensions of Fisher information. Zbl 1145.81321 Chen, Ping; Luo, Shunlong 8 2007 Generalized expected discounted penalty function at general drawdown for Lévy risk processes. Zbl 1435.91162 Wang, Wenyuan; Chen, Ping; Li, Shuanming 6 2020 Pension funding problem with regime-switching geometric Brownian motion assets and liabilities. Zbl 1224.91050 Chen, Ping; Yang, Hailiang 5 2010 On the dual risk model with diffusion under a mixed dividend strategy. Zbl 1488.91096 Liu, Zhang; Chen, Ping; Hu, Yijun 5 2020 Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk. Zbl 1499.91124 Yao, Haixiang; Chen, Ping; Zhang, Miao; Li, Xun 4 2022 Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. Zbl 1443.91271 Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming 4 2020 A mean-reverting currency model with floating interest rates in uncertain environment. Zbl 1438.91161 Wang, Weiwei; Chen, Ping 4 2019 Risk modelling on liquidations with Lévy processes. Zbl 1510.60033 Zhang, Aili; Chen, Ping; Li, Shuanming; Wang, Wenyuan 3 2022 Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model. Zbl 1474.90229 Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming 3 2021 Mean-variance portfolio selection with regime switching under shorting prohibition. Zbl 1408.91206 Zhang, Miao; Chen, Ping 3 2016 Markowitz’s mean-variance optimization with investment and constrained reinsurance. Zbl 1364.91075 Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming 2 2017 On a class of non-zero-sum stochastic differential dividend games with regime switching. Zbl 1508.91030 Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming 2 2021 Dividend and capital injection optimization with transaction cost for Lévy risk processes. Zbl 1494.49019 Wang, Wenyuan; Wang, Yuebao; Chen, Ping; Wu, Xueyuan 2 2022 Clocks and Fisher information. Zbl 1255.81097 Chen, Ping; Luo, Shunlong 1 2010 Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk. Zbl 1499.91124 Yao, Haixiang; Chen, Ping; Zhang, Miao; Li, Xun 4 2022 Risk modelling on liquidations with Lévy processes. Zbl 1510.60033 Zhang, Aili; Chen, Ping; Li, Shuanming; Wang, Wenyuan 3 2022 Dividend and capital injection optimization with transaction cost for Lévy risk processes. Zbl 1494.49019 Wang, Wenyuan; Wang, Yuebao; Chen, Ping; Wu, Xueyuan 2 2022 Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model. Zbl 1474.90229 Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming 3 2021 On a class of non-zero-sum stochastic differential dividend games with regime switching. Zbl 1508.91030 Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming 2 2021 Generalized expected discounted penalty function at general drawdown for Lévy risk processes. Zbl 1435.91162 Wang, Wenyuan; Chen, Ping; Li, Shuanming 6 2020 On the dual risk model with diffusion under a mixed dividend strategy. Zbl 1488.91096 Liu, Zhang; Chen, Ping; Hu, Yijun 5 2020 Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. Zbl 1443.91271 Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming 4 2020 A mean-reverting currency model with floating interest rates in uncertain environment. Zbl 1438.91161 Wang, Weiwei; Chen, Ping 4 2019 Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes. Zbl 1394.91243 Zhao, Yongxia; Chen, Ping; Yang, Hailiang 30 2017 Markowitz’s mean-variance optimization with investment and constrained reinsurance. Zbl 1364.91075 Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming 2 2017 Mean-variance asset-liability management under constant elasticity of variance process. Zbl 1371.91173 Zhang, Miao; Chen, Ping 21 2016 Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112 Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping 15 2016 Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171 Yao, Haixiang; Chen, Ping; Li, Xun 8 2016 Mean-variance portfolio selection with regime switching under shorting prohibition. Zbl 1408.91206 Zhang, Miao; Chen, Ping 3 2016 Optimal dividends and capital injections in the dual model with a random time horizon. Zbl 1341.49021 Zhao, Yongxia; Wang, Rongming; Yao, Dingjun; Chen, Ping 15 2015 Markowitz’s mean-variance defined contribution pension fund management under inflation: a continuous-time model. Zbl 1290.91153 Yao, Haixiang; Yang, Zhou; Chen, Ping 30 2013 Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. Zbl 1290.91079 Chen, Ping; Yam, S. C. P. 24 2013 Markowitz’s mean-variance asset-liability management with regime switching: a multi-period model. Zbl 1213.91137 Chen, Ping; Yang, Hailiang 35 2011 Pension funding problem with regime-switching geometric Brownian motion assets and liabilities. Zbl 1224.91050 Chen, Ping; Yang, Hailiang 5 2010 Clocks and Fisher information. Zbl 1255.81097 Chen, Ping; Luo, Shunlong 1 2010 Markowitz’s mean-variance asset-liability management with regime switching: a continuous-time model. Zbl 1152.91496 Chen, Ping; Yang, Hailiang; Yin, George 81 2008 Direct approach to quantum extensions of Fisher information. Zbl 1145.81321 Chen, Ping; Luo, Shunlong 8 2007 all cited Publications top 5 cited Publications all top 5 Cited by 344 Authors 20 Li, Zhongfei 19 Chen, Ping 18 Yao, Haixiang 11 Zeng, Yan 9 Shen, Yang 9 Wei, Jiaqin 8 Wang, Wenyuan 7 Jin, Zhuo 7 Li, Xun 7 Wang, Rongming 5 Guan, Guohui 5 Liang, Zongxia 5 Pan, Jian 5 Sun, Jingyun 5 Wu, Huiling 5 Yam, Sheung Chi Phillip 5 Yang, Hailiang 5 Zhang, Yumo 5 Zhao, Yongxia 4 Alia, Ishak 4 Bian, Lihua 4 Ding, Feng 4 Dong, Hua 4 Fei, Shaoming 4 Li, Shuanming 4 Liang, Zhibin 4 Sun, Zhongyang 4 Wang, Ning 4 Wang, Tianxiao 4 Wong, Bernard 4 Wong, Hoi Ying 4 Wu, Zhaoqi 4 Yamazaki, Kazutoshi 4 Yin, Chuancun 4 Yuen, Kam Chuen 4 Zhang, Ling 4 Zhao, Hui 3 Avanzi, Benjamin 3 Bi, Junna 3 Chang, Hao 3 Cheng, Gongpin 3 Dong, Yinghui 3 Forsyth, Peter A. 3 Guo, Junyi 3 Huang, Ya 3 Li, Danping 3 Li, Xingyi 3 Luo, Shunlong 3 Pérez Garmendia, Jose Luis 3 Qian, Linyi 3 Wong, Kwok Chuen 3 Xu, Lin 3 Xu, Ran 3 Yang, Erfu 3 Zhang, Caibin 3 Zhang, Miao 3 Zhang, Nan 3 Zhou, Jieming 3 Zhou, Xiaowen 2 Bai, Lihua 2 Beetsma, Roel M. W. J. 2 Cai, Liang 2 Chen, Damiaan H. J. 2 Chen, Lv 2 Chen, Mi 2 Chen, Xiaowei 2 Chen, Zhiping 2 Chighoub, Farid 2 Chiu, Mei Choi 2 Dang, Duy Minh 2 de Moura, A. Bugalho 2 Hao, Zhifeng 2 Henriksen, Lars Frederik Brandt 2 Hu, Kang 2 Lai, Yongzeng 2 Li-Jost, Xianqing 2 Li, Xiufang 2 Li, Yuying 2 Li, Zhicheng 2 Lindensjö, Kristoffer 2 Liu, Zilan 2 Meng, Hui 2 Menoncin, Francesco 2 Siu, Chi Chung 2 van Wijnbergen, Sweder J. G. 2 Vigna, Elena 2 Wang, Guojing 2 Wang, Liyuan 2 Wang, Pei 2 Wen, Yuzhen 2 Wu, Xueyuan 2 Xiao, Qingxian 2 Xu, Cong 2 Xu, Ling 2 Yan, Tingjin 2 Yao, Dingjun 2 Zhang, Aili 2 Zhang, Chengke 2 Zhang, Liming 2 Zhang, Lin ...and 244 more Authors all top 5 Cited in 74 Serials 50 Insurance Mathematics & Economics 29 Journal of Industrial and Management Optimization 11 Communications in Statistics. Theory and Methods 7 Journal of Computational and Applied Mathematics 7 Scandinavian Actuarial Journal 7 Journal of Systems Science and Complexity 5 Journal of Optimization Theory and Applications 5 Mathematical Problems in Engineering 4 International Journal of Control 4 Applied Mathematics and Computation 4 Optimization 4 International Journal of Robust and Nonlinear Control 4 Methodology and Computing in Applied Probability 4 ASTIN Bulletin 3 Applied Mathematics and Optimization 3 Optimal Control Applications & Methods 3 European Journal of Operational Research 3 Applied Mathematics. Series B (English Edition) 3 Discrete Dynamics in Nature and Society 3 Stochastic Models 3 Quantum Information Processing 3 Mathematical Control and Related Fields 3 Journal of Function Spaces 2 Computers & Mathematics with Applications 2 International Journal of Theoretical Physics 2 Automatica 2 Journal of Applied Probability 2 SIAM Journal on Control and Optimization 2 Bulletin of the Iranian Mathematical Society 2 Acta Mathematicae Applicatae Sinica. English Series 2 Mathematical Methods of Operations Research 2 Probability in the Engineering and Informational Sciences 2 Quantitative Finance 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Fuzzy Optimization and Decision Making 2 Advances in Difference Equations 2 Frontiers of Mathematics in China 2 European Actuarial Journal 2 Journal of the Operations Research Society of China 1 Advances in Applied Probability 1 Journal of the Franklin Institute 1 Journal of Mathematical Analysis and Applications 1 Letters in Mathematical Physics 1 Lithuanian Mathematical Journal 1 Mathematical Methods in the Applied Sciences 1 Theoretical and Mathematical Physics 1 Chaos, Solitons and Fractals 1 Numerische Mathematik 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Operations Research Letters 1 Circuits, Systems, and Signal Processing 1 Chinese Journal of Applied Probability and Statistics 1 Japan Journal of Industrial and Applied Mathematics 1 Communications in Statistics. Simulation and Computation 1 Computational and Applied Mathematics 1 Random Operators and Stochastic Equations 1 Applied Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Abstract and Applied Analysis 1 Soft Computing 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 International Journal of Theoretical and Applied Finance 1 RAIRO. Operations Research 1 Applied Stochastic Models in Business and Industry 1 Asia-Pacific Financial Markets 1 REVSTAT 1 Discrete and Continuous Dynamical Systems. Series S 1 Communications in Theoretical Physics 1 Algorithms 1 Modern Stochastics. Theory and Applications 1 International Journal of Systems Science. Principles and Applications of Systems and Integration 1 AIMS Mathematics 1 Statistical Theory and Related Fields all top 5 Cited in 26 Fields 201 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 96 Systems theory; control (93-XX) 81 Probability theory and stochastic processes (60-XX) 27 Calculus of variations and optimal control; optimization (49-XX) 23 Statistics (62-XX) 19 Operations research, mathematical programming (90-XX) 9 Quantum theory (81-XX) 5 Information and communication theory, circuits (94-XX) 4 Ordinary differential equations (34-XX) 3 Partial differential equations (35-XX) 3 Integral equations (45-XX) 2 Integral transforms, operational calculus (44-XX) 2 Numerical analysis (65-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Category theory; homological algebra (18-XX) 1 Real functions (26-XX) 1 Potential theory (31-XX) 1 Special functions (33-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Relativity and gravitational theory (83-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Citations by Year