Edit Profile (opens in new tab) Jin, Zhuo Compute Distance To: Compute Author ID: jin.zhuo Published as: Jin, Zhuo External Links: ORCID Documents Indexed: 57 Publications since 2009 Co-Authors: 44 Co-Authors with 55 Joint Publications 1,777 Co-Co-Authors all top 5 Co-Authors 1 single-authored 12 Yin, Gang George 10 Qian, Linyi 9 Li, Shuanming 9 Yang, Hailiang 9 Yin, George Gang 9 Zhang, Nan 6 Wei, Jiaqin 5 Chen, Ping 4 Wang, Ning 4 Wang, Wei 3 Cheng, Xiang 3 Liu, Guo 3 Qiu, Ming 3 Wu, Fuke 3 Zhang, Jiannan 2 Tran, Ky Quan 2 Wang, Rongming 2 Wang, Tianxiao 1 Bui, Trang 1 Chen, Lyu 1 Chen, Xiaoshan 1 Chu, Tingjin 1 Fan, Kun 1 Ho, Tin Long 1 Jin, Hanqing 1 Kai, Ge 1 Liao, Huafu 1 Ma, Boyuan 1 Meng, Hui 1 Siu, Tak Kuen 1 Song, Qingshuo 1 Stockbridge, Rebecca 1 Su, Xiaonan 1 Tan, Senren 1 Wang, Hao 1 Wang, Yige 1 Wang, Yumin 1 Zhang, Chengke 1 Zhang, Wei 1 Zhao, Qian 1 Zhou, Zhou 1 Zhu, Chao 1 Zhu, Huainian 1 Zong, Xiaofeng 1 Zou, Bin 1 Zuo, Quan Xu all top 5 Serials 12 Insurance Mathematics & Economics 6 Journal of Computational and Applied Mathematics 5 Journal of Industrial and Management Optimization 3 Automatica 3 SIAM Journal on Control and Optimization 3 Scandinavian Actuarial Journal 2 Journal of Optimization Theory and Applications 2 Acta Mathematicae Applicatae Sinica. English Series 2 Communications in Statistics. Theory and Methods 2 European Journal of Operational Research 2 Nonlinear Analysis. Hybrid Systems 2 Mathematical Control and Related Fields 1 Applied Mathematics and Computation 1 Stochastic Analysis and Applications 1 International Journal of Computer Mathematics 1 Complexity 1 The ANZIAM Journal 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Computational Methods in Applied Mathematics 1 Stochastic Models 1 ASTIN Bulletin 1 Numerical Algebra, Control and Optimization all top 5 Fields 52 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Probability theory and stochastic processes (60-XX) 23 Systems theory; control (93-XX) 9 Numerical analysis (65-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Statistics (62-XX) 5 Operations research, mathematical programming (90-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Computer science (68-XX) 2 Biology and other natural sciences (92-XX) 1 Dynamical systems and ergodic theory (37-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 40 Publications have been cited 248 times in 176 Documents Cited by ▼ Year ▼ Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems. Zbl 1390.34230Zong, Xiaofeng; Wu, Fuke; Yin, George; Jin, Zhuo 31 2014 Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Zbl 1364.93863Jin, Zhuo; Yang, Hailiang; Yin, Gang George 26 2013 Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods. Zbl 1290.91090Jin, Zhuo; Yin, G.; Wu, Fuke 21 2013 Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184Jin, Zhuo; Yin, G.; Zhu, Chao 20 2012 A reinsurance game between two insurance companies with nonlinear risk processes. Zbl 1318.91120Meng, Hui; Li, Shuanming; Jin, Zhuo 17 2015 Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping 11 2016 Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi 11 2019 Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. Zbl 1276.49022Jin, Zhuo; Yin, G. 11 2013 Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin 8 2019 Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276Yin, G.; Jin, Hanqing; Jin, Zhuo 7 2009 Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 1461.91264Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming 7 2018 Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156Jin, Zhuo; Yang, Hailiang; Yin, G. 7 2015 Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. Zbl 1431.91361Jin, Zhuo; Liu, Guo; Yang, Hailiang 5 2020 Pricing dynamic fund protections with regime switching. Zbl 1329.91130Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming 5 2016 Asymptotically optimal dividend policy for regime-switching compound Poisson models. Zbl 1204.91061Yin, G.; Jin, Zhuo; Yang, Hailiang 4 2010 Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. Zbl 1229.91358Jin, Zhuo; Wang, Yumin; Yin, G. 4 2011 Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Zbl 1344.49031Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan 4 2016 Optimal dividend strategy for an insurance group with contagious default risk. Zbl 1470.91229Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang 4 2021 Reinsurance-investment game between two mean-variance insurers under model uncertainty. Zbl 1447.91152Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi 4 2021 Numerical methods for dividend optimization using regime-switching jump-diffusion models. Zbl 1222.93237Jin, Zhuo; Yin, George; Yang, Hailiang 4 2011 Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. Zbl 1378.91102Tan, Senren; Jin, Zhuo; Yin, G. 3 2018 Kolmogorov-type systems with regime-switching jump diffusion perturbations. Zbl 1347.60073Wu, Fuke; Yin, George; Jin, Zhuo 3 2016 Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. Zbl 1452.91286Zhou, Zhou; Jin, Zhuo 3 2020 Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes. Zbl 1435.91164Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao 3 2020 Stochastic differential reinsurance games with capital injections. Zbl 1425.91237Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun 3 2019 An optimal dividend policy with delayed capital injections. Zbl 1302.91189Jin, Zhuo; Yin, George 2 2013 Markowitz’s mean-variance optimization with investment and constrained reinsurance. Zbl 1364.91075Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming 2 2017 A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis. Zbl 1460.91226Jin, Zhuo; Yang, Hailiang; Yin, G. 2 2021 Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach. Zbl 1447.91129Cheng, Xiang; Jin, Zhuo; Yang, Hailiang 2 2020 Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. Zbl 1426.91205Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George 2 2019 Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu 2 2018 Household lifetime strategies under a self-contagious market. Zbl 1487.91123Liu, Guo; Jin, Zhuo; Li, Shuanming 2 2021 Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. Zbl 1443.91271Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming 1 2020 A numerical approach to optimal dividend policies with capital injections and transaction costs. Zbl 1360.91153Jin, Zhuo; Yang, Hai-liang; Yin, G. 1 2017 Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks. Zbl 1449.90242Zhu, Huai-Nian; Zhang, Cheng-Ke; Jin, Zhuo 1 2020 American option model and negative Fichera function on degenerate boundary. Zbl 1427.91269Chen, Xiaoshan; Jin, Zhuo; Song, Qingshuo 1 2019 Optimal debt ratio and consumption strategies in financial crisis. Zbl 1320.91136Jin, Zhuo 1 2015 Lookback option pricing for regime-switching jump diffusion models. Zbl 1347.91234Jin, Zhuo; Qian, Linyi 1 2015 On a class of non-zero-sum stochastic differential dividend games with regime switching. Zbl 07422788Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming 1 2021 Mean-variance portfolio selection with non-negative state-dependent risk aversion. Zbl 1479.91366Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin 1 2021 Optimal dividend strategy for an insurance group with contagious default risk. Zbl 1470.91229Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang 4 2021 Reinsurance-investment game between two mean-variance insurers under model uncertainty. Zbl 1447.91152Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi 4 2021 A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis. Zbl 1460.91226Jin, Zhuo; Yang, Hailiang; Yin, G. 2 2021 Household lifetime strategies under a self-contagious market. Zbl 1487.91123Liu, Guo; Jin, Zhuo; Li, Shuanming 2 2021 On a class of non-zero-sum stochastic differential dividend games with regime switching. Zbl 07422788Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming 1 2021 Mean-variance portfolio selection with non-negative state-dependent risk aversion. Zbl 1479.91366Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin 1 2021 Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. Zbl 1431.91361Jin, Zhuo; Liu, Guo; Yang, Hailiang 5 2020 Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. Zbl 1452.91286Zhou, Zhou; Jin, Zhuo 3 2020 Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes. Zbl 1435.91164Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao 3 2020 Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach. Zbl 1447.91129Cheng, Xiang; Jin, Zhuo; Yang, Hailiang 2 2020 Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. Zbl 1443.91271Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming 1 2020 Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks. Zbl 1449.90242Zhu, Huai-Nian; Zhang, Cheng-Ke; Jin, Zhuo 1 2020 Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi 11 2019 Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin 8 2019 Stochastic differential reinsurance games with capital injections. Zbl 1425.91237Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun 3 2019 Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. Zbl 1426.91205Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George 2 2019 American option model and negative Fichera function on degenerate boundary. Zbl 1427.91269Chen, Xiaoshan; Jin, Zhuo; Song, Qingshuo 1 2019 Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 1461.91264Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming 7 2018 Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. Zbl 1378.91102Tan, Senren; Jin, Zhuo; Yin, G. 3 2018 Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu 2 2018 Markowitz’s mean-variance optimization with investment and constrained reinsurance. Zbl 1364.91075Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming 2 2017 A numerical approach to optimal dividend policies with capital injections and transaction costs. Zbl 1360.91153Jin, Zhuo; Yang, Hai-liang; Yin, G. 1 2017 Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping 11 2016 Pricing dynamic fund protections with regime switching. Zbl 1329.91130Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming 5 2016 Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Zbl 1344.49031Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan 4 2016 Kolmogorov-type systems with regime-switching jump diffusion perturbations. Zbl 1347.60073Wu, Fuke; Yin, George; Jin, Zhuo 3 2016 A reinsurance game between two insurance companies with nonlinear risk processes. Zbl 1318.91120Meng, Hui; Li, Shuanming; Jin, Zhuo 17 2015 Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156Jin, Zhuo; Yang, Hailiang; Yin, G. 7 2015 Optimal debt ratio and consumption strategies in financial crisis. Zbl 1320.91136Jin, Zhuo 1 2015 Lookback option pricing for regime-switching jump diffusion models. Zbl 1347.91234Jin, Zhuo; Qian, Linyi 1 2015 Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems. Zbl 1390.34230Zong, Xiaofeng; Wu, Fuke; Yin, George; Jin, Zhuo 31 2014 Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Zbl 1364.93863Jin, Zhuo; Yang, Hailiang; Yin, Gang George 26 2013 Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods. Zbl 1290.91090Jin, Zhuo; Yin, G.; Wu, Fuke 21 2013 Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. Zbl 1276.49022Jin, Zhuo; Yin, G. 11 2013 An optimal dividend policy with delayed capital injections. Zbl 1302.91189Jin, Zhuo; Yin, George 2 2013 Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184Jin, Zhuo; Yin, G.; Zhu, Chao 20 2012 Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. Zbl 1229.91358Jin, Zhuo; Wang, Yumin; Yin, G. 4 2011 Numerical methods for dividend optimization using regime-switching jump-diffusion models. Zbl 1222.93237Jin, Zhuo; Yin, George; Yang, Hailiang 4 2011 Asymptotically optimal dividend policy for regime-switching compound Poisson models. Zbl 1204.91061Yin, G.; Jin, Zhuo; Yang, Hailiang 4 2010 Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276Yin, G.; Jin, Hanqing; Jin, Zhuo 7 2009 all cited Publications top 5 cited Publications all top 5 Cited by 276 Authors 34 Jin, Zhuo 13 Yin, George Gang 12 Tran, Ky Quan 11 Yin, Gang George 8 Qian, Linyi 6 Li, Shuanming 6 Yang, Hailiang 5 Wang, Ning 5 Wang, Wei 5 Zhang, Nan 4 Bai, Yanfei 4 Guan, Guohui 4 Nguyen, Dang Hai 4 Rong, Ximin 4 Shen, Yang 4 Wang, Lei 4 Wang, Yan 4 Xiao, Helu 4 Zhao, Hui 4 Zhou, Zhongbao 3 Bi, Junna 3 Bo, Lijun 3 Chen, Lv 3 Dong, Yinghui 3 Gaigi, M’hamed 3 Gao, Rui 3 Ly Vath, Vathana 3 Qiu, Ming 3 Siu, Tak Kuen 3 Sun, Zhongyang 3 Tan, Jiyang 3 Wang, Tianxiao 3 Wei, Jiaqin 3 Xi, Fubao 3 Yin, Chuancun 3 Zhu, Chao 3 Zou, Bin 2 Balbás, Alejandro 2 Balbás, Beatriz 2 Balbás, Raquel 2 Cao, Jinde 2 Chen, Ping 2 Cheng, Xiang 2 Chevalier, Etienne 2 de Moura, A. Bugalho 2 Deng, Feiqi 2 Forsyth, Peter A. 2 Hening, Alexandru 2 Le, Bich T. N. 2 Li, Danping 2 Li, Guangjie 2 Li, Zhongfei 2 Li, Ziqiang 2 Liang, Zongxia 2 Liu, Guo 2 Meng, Hui 2 Meng, Qingbin 2 Shi, Jingtao 2 Song, Aimin 2 Su, Xiaonan 2 Vetzal, Kenneth R. 2 Wang, Rongming 2 Wang, Wensheng 2 Wang, Yajie 2 Wei, Pengyu 2 Wen, Yuzhen 2 Wong, Hoi Ying 2 Wu, Fuke 2 Wu, Sang 2 Xu, Chao 2 Xu, Lin 2 Yan, Ming 2 Yao, Dingjun 2 Yao, Haixiang 2 Yin, Wensheng 2 Zeng, Yan 2 Zhang, Jiannan 2 Zhang, Shuhua 2 Zhang, Yuanyuan 2 Zheng, Xiaoxiao 2 Zhong, Feimin 2 Zhu, Jinxia 2 Zhuang, Shengchao 2 Zong, Xiaofeng 1 Ai, Meiqiao 1 Albrecher, Hansjörg 1 Alsaadi, Fuad Eid S. 1 Asmussen, Søren 1 Azimzadeh, Parsiad 1 Bäuerle, Nicole 1 Biswas, Arunangshu 1 Boyle, Phelim P. 1 Bui, Trang 1 Cadenillas, Abel 1 Cai, Jun 1 Cao, Ming 1 Ceci, Claudia 1 Centeno, M. L. 1 Chao, Zhen 1 Chen, Feng ...and 176 more Authors all top 5 Cited in 64 Serials 24 Insurance Mathematics & Economics 10 Journal of Computational and Applied Mathematics 9 SIAM Journal on Control and Optimization 8 Communications in Statistics. Theory and Methods 7 Journal of Industrial and Management Optimization 6 Journal of Optimization Theory and Applications 6 European Journal of Operational Research 5 Automatica 5 Systems & Control Letters 5 Nonlinear Analysis. Hybrid Systems 4 Journal of the Franklin Institute 4 Scandinavian Actuarial Journal 4 Journal of Systems Science and Complexity 3 Applied Mathematics and Optimization 3 Statistics & Probability Letters 3 Optimization 3 Discrete and Continuous Dynamical Systems. Series B 3 ASTIN Bulletin 3 Mathematical Control and Related Fields 2 Computers & Mathematics with Applications 2 International Journal of Control 2 Journal of Mathematical Analysis and Applications 2 Journal of Mathematical Biology 2 Physica A 2 Applied Mathematics and Computation 2 Mathematical Problems in Engineering 2 Discrete Dynamics in Nature and Society 2 Methodology and Computing in Applied Probability 2 Quantitative Finance 2 Stochastic Models 2 North American Actuarial Journal 2 SIAM Journal on Financial Mathematics 2 Journal of Function Spaces 1 Mathematics of Operations Research 1 Bulletin of the Korean Mathematical Society 1 Operations Research Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 International Journal of Approximate Reasoning 1 Asia-Pacific Journal of Operational Research 1 Journal of Economic Dynamics & Control 1 Annals of Operations Research 1 Applied Mathematical Modelling 1 International Journal of Computer Mathematics 1 Stochastic Processes and their Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 Statistical Inference for Stochastic Processes 1 Probability in the Engineering and Informational Sciences 1 RAIRO. Operations Research 1 The ANZIAM Journal 1 Communications on Pure and Applied Analysis 1 REVSTAT 1 Stochastics 1 Mathematics and Financial Economics 1 Optimization Letters 1 Discrete and Continuous Dynamical Systems. Series S 1 Science China. Mathematics 1 Asian Journal of Control 1 Numerical Algebra, Control and Optimization 1 Statistics & Risk Modeling 1 Open Mathematics 1 International Journal of Systems Science. Principles and Applications of Systems and Integration 1 AIMS Mathematics all top 5 Cited in 16 Fields 129 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 84 Systems theory; control (93-XX) 81 Probability theory and stochastic processes (60-XX) 27 Calculus of variations and optimal control; optimization (49-XX) 15 Statistics (62-XX) 9 Operations research, mathematical programming (90-XX) 6 Ordinary differential equations (34-XX) 6 Numerical analysis (65-XX) 4 Computer science (68-XX) 4 Biology and other natural sciences (92-XX) 2 Partial differential equations (35-XX) 2 Operator theory (47-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year