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Jin, Zhuo

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Author ID: jin.zhuo Recent zbMATH articles by "Jin, Zhuo"
Published as: Jin, Z.; Jin, Zhuo
External Links: ORCID
Documents Indexed: 41 Publications since 2009

Publications by Year

Citations contained in zbMATH

25 Publications have been cited 128 times in 95 Documents Cited by Year
Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems. Zbl 1390.34230
Zong, Xiaofeng; Wu, Fuke; Yin, George; Jin, Zhuo
15
2014
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Zbl 1364.93863
Jin, Zhuo; Yang, Hailiang; Yin, Gang George
14
2013
Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods. Zbl 1290.91090
Jin, Zhuo; Yin, G.; Wu, Fuke
14
2013
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184
Jin, Zhuo; Yin, G.; Zhu, Chao
13
2012
A reinsurance game between two insurance companies with nonlinear risk processes. Zbl 1318.91120
Meng, Hui; Li, Shuanming; Jin, Zhuo
9
2015
Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. Zbl 1276.49022
Jin, Zhuo; Yin, G.
8
2013
Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276
Yin, G.; Jin, Hanqing; Jin, Zhuo
8
2009
Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112
Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping
7
2016
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. Zbl 1229.91358
Jin, Zhuo; Wang, Yumin; Yin, G.
5
2011
Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
4
2019
Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156
Jin, Zhuo; Yang, Hailiang; Yin, G.
4
2015
Numerical methods for dividend optimization using regime-switching jump-diffusion models. Zbl 1222.93237
Jin, Zhuo; Yin, George; Yang, Hailiang
4
2011
Asymptotically optimal dividend policy for regime-switching compound Poisson models. Zbl 1204.91061
Yin, G.; Jin, Zhuo; Yang, Hailiang
4
2010
Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Zbl 1344.49031
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan
3
2016
Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin
2
2019
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 06887292
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming
2
2018
Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. Zbl 1378.91102
Tan, Senren; Jin, Zhuo; Yin, G.
2
2018
Pricing dynamic fund protections with regime switching. Zbl 1329.91130
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming
2
2016
Optimal debt ratio and consumption strategies in financial crisis. Zbl 1320.91136
Jin, Zhuo
2
2015
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. Zbl 1431.91361
Jin, Zhuo; Liu, Guo; Yang, Hailiang
1
2020
Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. Zbl 1426.91205
Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George
1
2019
Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu
1
2018
A numerical approach to optimal dividend policies with capital injections and transaction costs. Zbl 1360.91153
Jin, Zhuo; Yang, Hai-liang; Yin, G.
1
2017
Kolmogorov-type systems with regime-switching jump diffusion perturbations. Zbl 1347.60073
Wu, Fuke; Yin, George; Jin, Zhuo
1
2016
An optimal dividend policy with delayed capital injections. Zbl 1302.91189
Jin, Zhuo; Yin, George
1
2013
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. Zbl 1431.91361
Jin, Zhuo; Liu, Guo; Yang, Hailiang
1
2020
Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
4
2019
Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin
2
2019
Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. Zbl 1426.91205
Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George
1
2019
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 06887292
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming
2
2018
Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. Zbl 1378.91102
Tan, Senren; Jin, Zhuo; Yin, G.
2
2018
Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu
1
2018
A numerical approach to optimal dividend policies with capital injections and transaction costs. Zbl 1360.91153
Jin, Zhuo; Yang, Hai-liang; Yin, G.
1
2017
Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112
Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping
7
2016
Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Zbl 1344.49031
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan
3
2016
Pricing dynamic fund protections with regime switching. Zbl 1329.91130
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming
2
2016
Kolmogorov-type systems with regime-switching jump diffusion perturbations. Zbl 1347.60073
Wu, Fuke; Yin, George; Jin, Zhuo
1
2016
A reinsurance game between two insurance companies with nonlinear risk processes. Zbl 1318.91120
Meng, Hui; Li, Shuanming; Jin, Zhuo
9
2015
Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156
Jin, Zhuo; Yang, Hailiang; Yin, G.
4
2015
Optimal debt ratio and consumption strategies in financial crisis. Zbl 1320.91136
Jin, Zhuo
2
2015
Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems. Zbl 1390.34230
Zong, Xiaofeng; Wu, Fuke; Yin, George; Jin, Zhuo
15
2014
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Zbl 1364.93863
Jin, Zhuo; Yang, Hailiang; Yin, Gang George
14
2013
Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods. Zbl 1290.91090
Jin, Zhuo; Yin, G.; Wu, Fuke
14
2013
Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. Zbl 1276.49022
Jin, Zhuo; Yin, G.
8
2013
An optimal dividend policy with delayed capital injections. Zbl 1302.91189
Jin, Zhuo; Yin, George
1
2013
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184
Jin, Zhuo; Yin, G.; Zhu, Chao
13
2012
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. Zbl 1229.91358
Jin, Zhuo; Wang, Yumin; Yin, G.
5
2011
Numerical methods for dividend optimization using regime-switching jump-diffusion models. Zbl 1222.93237
Jin, Zhuo; Yin, George; Yang, Hailiang
4
2011
Asymptotically optimal dividend policy for regime-switching compound Poisson models. Zbl 1204.91061
Yin, G.; Jin, Zhuo; Yang, Hailiang
4
2010
Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276
Yin, G.; Jin, Hanqing; Jin, Zhuo
8
2009
all top 5

Cited by 168 Authors

22 Jin, Zhuo
10 Yin, Gang George
7 Yin, George Gang
6 Qian, Linyi
5 Yang, Hailiang
4 Tran, Ky Quan
4 Wang, Lei
3 Chen, Lv
3 Shen, Yang
3 Wang, Wei
3 Yin, Chuancun
3 Zhang, Nan
2 Bi, Junna
2 Bo, Lijun
2 Cheng, Xiang
2 Deng, Feiqi
2 Dong, Yinghui
2 Forsyth, Peter A.
2 Guan, Guohui
2 Hening, Alexandru
2 Li, Shuanming
2 Li, Zhongfei
2 Li, Ziqiang
2 Nguyen, Dang Hai
2 Song, Aimin
2 Tan, Jiyang
2 Vetzal, Kenneth R.
2 Wang, Ning
2 Wang, Rongming
2 Wang, Tianxiao
2 Wen, Yuzhen
2 Wu, Fuke
2 Wu, Sang
2 Xu, Lin
2 Yao, Dingjun
2 Zeng, Yan
2 Zheng, Xiaoxiao
2 Zhu, Chao
2 Zhu, Jinxia
1 Asmussen, Søren
1 Azimzadeh, Parsiad
1 Biswas, Arunangshu
1 Bui, Trang
1 Cadenillas, Abel
1 Cai, Jun
1 Cao, Jinde
1 Ceci, Claudia
1 Chao, Zhen
1 Chen, Feng
1 Chen, Ping
1 Chen, Shuanglian
1 Chen, Shumin
1 Cheng, Gongpin
1 Cheng, Pei
1 Cheng, Yangjin
1 Chevalier, Etienne
1 Christensen, Bent Jesper
1 Cui, Jinchuan
1 Delavarkhalafi, Ali
1 Fan, Kun
1 Gaigi, M’hamed
1 Gajek, Lesław
1 Godin, Frédéric
1 Goswami, Anindya
1 Gu, Ailing
1 Hu, Liangjian
1 Hu, Zhipei
1 Huang, Tingwen
1 Huang, Zhehao
1 Huo, Xiaoming
1 Ji, Huijie
1 Kafash, Behzad
1 Kang, Zhilin
1 Karbassi, Seyed Mehdi
1 Lai, Van Son
1 Li, Meilun
1 Li, Renfu
1 Li, Shenghong
1 Li, Tao
1 Li, Yongwu
1 Li, Zhenghui
1 Liang, Zongxia
1 Liu, Fei
1 Liu, Kairong
1 Luan, Xiaoli
1 Luo, Shixian
1 Lv, Wenxin
1 Ly Vath, Vathana
1 Ma, Yanping
1 Mao, Wei
1 Mao, Xuerong
1 Meng, Hui
1 Meng, Qingbin
1 Nkeki, Charles I.
1 Noba, Kei
1 Overbeck, Ludger
1 Pan, Jian
1 Papaioannou, Apostolos D.
1 Peng, Fanyi
1 Pérez Garmendia, Jose Luis
...and 68 more Authors
all top 5

Cited in 41 Serials

16 Insurance Mathematics & Economics
9 Journal of Computational and Applied Mathematics
6 SIAM Journal on Control and Optimization
4 Automatica
4 Journal of Optimization Theory and Applications
4 Systems & Control Letters
3 Journal of the Franklin Institute
3 Journal of Systems Science and Complexity
3 ASTIN Bulletin
3 Nonlinear Analysis. Hybrid Systems
2 Journal of Mathematical Analysis and Applications
2 Journal of Mathematical Biology
2 Mathematical Problems in Engineering
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Industrial and Management Optimization
2 Mathematical Control and Related Fields
2 Journal of Function Spaces
1 Computers & Mathematics with Applications
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Bulletin of the Korean Mathematical Society
1 Statistics & Probability Letters
1 Operations Research Letters
1 Acta Mathematicae Applicatae Sinica. English Series
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Applied Mathematical Modelling
1 International Journal of Computer Mathematics
1 Discrete Dynamics in Nature and Society
1 Methodology and Computing in Applied Probability
1 RAIRO. Operations Research
1 The ANZIAM Journal
1 Scandinavian Actuarial Journal
1 Quantitative Finance
1 Stochastic Models
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

Citations by Year