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Author ID: jin.zhuo Recent zbMATH articles by "Jin, Zhuo"
Published as: Jin, Zhuo
External Links: ORCID
Documents Indexed: 56 Publications since 2009
Co-Authors: 43 Co-Authors with 55 Joint Publications
1,367 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

40 Publications have been cited 240 times in 172 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
27
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
26
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
21
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
20
2012
A reinsurance game between two insurance companies with nonlinear risk processes. Zbl 1318.91120
Meng, Hui; Li, Shuanming; Jin, Zhuo
17
2015
Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
12
2019
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.
10
2013
Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112
Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping
10
2016
Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin
8
2019
Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276
Yin, G.; Jin, Hanqing; Jin, Zhuo
7
2009
Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156
Jin, Zhuo; Yang, Hailiang; Yin, G.
7
2015
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 1461.91264
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming
6
2018
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
5
2020
Pricing dynamic fund protections with regime switching. Zbl 1329.91130
Jin, 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 1344.49031
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan
4
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.
4
2011
Optimal dividend strategy for an insurance group with contagious default risk. Zbl 1470.91229
Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang
4
2021
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
Reinsurance-investment game between two mean-variance insurers under model uncertainty. Zbl 1447.91152
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
3
2021
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. Zbl 1452.91286
Zhou, Zhou; Jin, Zhuo
3
2020
Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. Zbl 1378.91102
Tan, Senren; Jin, Zhuo; Yin, G.
3
2018
Kolmogorov-type systems with regime-switching jump diffusion perturbations. Zbl 1347.60073
Wu, Fuke; Yin, George; Jin, Zhuo
3
2016
Stochastic differential reinsurance games with capital injections. Zbl 1425.91237
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun
3
2019
Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes. Zbl 1435.91164
Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao
2
2020
Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach. Zbl 1447.91129
Cheng, Xiang; Jin, Zhuo; Yang, Hailiang
2
2020
Household lifetime strategies under a self-contagious market. Zbl 1487.91123
Liu, Guo; Jin, Zhuo; Li, Shuanming
2
2021
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
2
2019
An optimal dividend policy with delayed capital injections. Zbl 1302.91189
Jin, Zhuo; Yin, George
2
2013
Markowitz’s mean-variance optimization with investment and constrained reinsurance. Zbl 1364.91075
Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming
2
2017
Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu
2
2018
A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis. Zbl 1460.91226
Jin, Zhuo; Yang, Hailiang; Yin, G.
2
2021
On a class of non-zero-sum stochastic differential dividend games with regime switching. Zbl 07422788
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming
1
2021
Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks. Zbl 1449.90242
Zhu, Huai-Nian; Zhang, Cheng-Ke; Jin, Zhuo
1
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
1
2020
American option model and negative Fichera function on degenerate boundary. Zbl 1427.91269
Chen, Xiaoshan; Jin, Zhuo; Song, Qingshuo
1
2019
Lookback option pricing for regime-switching jump diffusion models. Zbl 1347.91234
Jin, Zhuo; Qian, Linyi
1
2015
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 debt ratio and consumption strategies in financial crisis. Zbl 1320.91136
Jin, Zhuo
1
2015
Mean-variance portfolio selection with non-negative state-dependent risk aversion. Zbl 1479.91366
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin
1
2021
Optimal dividend strategy for an insurance group with contagious default risk. Zbl 1470.91229
Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang
4
2021
Reinsurance-investment game between two mean-variance insurers under model uncertainty. Zbl 1447.91152
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
3
2021
Household lifetime strategies under a self-contagious market. Zbl 1487.91123
Liu, Guo; Jin, Zhuo; Li, Shuanming
2
2021
A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis. Zbl 1460.91226
Jin, Zhuo; Yang, Hailiang; Yin, G.
2
2021
On a class of non-zero-sum stochastic differential dividend games with regime switching. Zbl 07422788
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming
1
2021
Mean-variance portfolio selection with non-negative state-dependent risk aversion. Zbl 1479.91366
Wang, 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 1431.91361
Jin, Zhuo; Liu, Guo; Yang, Hailiang
5
2020
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. Zbl 1452.91286
Zhou, Zhou; Jin, Zhuo
3
2020
Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes. Zbl 1435.91164
Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao
2
2020
Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach. Zbl 1447.91129
Cheng, Xiang; Jin, Zhuo; Yang, Hailiang
2
2020
Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks. Zbl 1449.90242
Zhu, Huai-Nian; Zhang, Cheng-Ke; Jin, Zhuo
1
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
1
2020
Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
12
2019
Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin
8
2019
Stochastic differential reinsurance games with capital injections. Zbl 1425.91237
Zhang, 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 1426.91205
Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George
2
2019
American option model and negative Fichera function on degenerate boundary. Zbl 1427.91269
Chen, Xiaoshan; Jin, Zhuo; Song, Qingshuo
1
2019
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 1461.91264
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming
6
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.
3
2018
Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu
2
2018
Markowitz’s mean-variance optimization with investment and constrained reinsurance. Zbl 1364.91075
Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming
2
2017
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
10
2016
Pricing dynamic fund protections with regime switching. Zbl 1329.91130
Jin, 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 1344.49031
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan
4
2016
Kolmogorov-type systems with regime-switching jump diffusion perturbations. Zbl 1347.60073
Wu, Fuke; Yin, George; Jin, Zhuo
3
2016
A reinsurance game between two insurance companies with nonlinear risk processes. Zbl 1318.91120
Meng, Hui; Li, Shuanming; Jin, Zhuo
17
2015
Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156
Jin, Zhuo; Yang, Hailiang; Yin, G.
7
2015
Lookback option pricing for regime-switching jump diffusion models. Zbl 1347.91234
Jin, Zhuo; Qian, Linyi
1
2015
Optimal debt ratio and consumption strategies in financial crisis. Zbl 1320.91136
Jin, Zhuo
1
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
27
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
26
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
21
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.
10
2013
An optimal dividend policy with delayed capital injections. Zbl 1302.91189
Jin, Zhuo; Yin, George
2
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
20
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.
4
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
7
2009
all top 5

Cited by 270 Authors

34 Jin, Zhuo
12 Yin, George Gang
11 Yin, Gang George
10 Tran, Ky Quan
8 Qian, Linyi
6 Li, Shuanming
6 Yang, Hailiang
5 Wang, Ning
5 Wang, Wei
5 Zhang, Nan
4 Bai, Yanfei
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 Guan, Guohui
3 Ly Vath, Vathana
3 Nguyen, Dang Hai
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 170 more Authors
all top 5

Cited in 64 Serials

23 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 Journal of Systems Science and Complexity
3 Applied Mathematics and Optimization
3 Statistics & Probability Letters
3 Optimization
3 Scandinavian Actuarial Journal
3 Discrete and Continuous Dynamical Systems. Series B
3 ASTIN Bulletin
3 Mathematical Control and Related Fields
2 Computers & Mathematics with Applications
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 SIAM Journal on Financial Mathematics
2 Journal of Function Spaces
1 International Journal of Control
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 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 North American Actuarial Journal
1 REVSTAT
1 Iranian Journal of Fuzzy Systems
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

Citations by Year