Edit Profile (opens in new tab) Liang, Zhibin Compute Distance To: Compute Author ID: liang.zhibin.1 Published as: Liang, Zhibin External Links: ResearchGate Documents Indexed: 54 Publications since 2000 1 Contribution as Editor Co-Authors: 18 Co-Authors with 40 Joint Publications 716 Co-Co-Authors all top 5 Co-Authors 4 single-authored 14 Yuen, Kam Chuen 10 Han, Xia 10 Zhang, Caibin 8 Guo, Junyi 6 Yuan, Yu 4 Young, Virginia R. 3 Bi, Junna 3 Chan, T.-H. Hubert 2 Hua, Ting 1 Aribam, Chandrakant S. 1 Bai, Lihua 1 Bayraktar, Erhan 1 Cai, Jingheng 1 Cheung, Ka Chun 1 Duan, Shida 1 Huang, Yibin 1 Jing, Jiliang 1 Lai, Kingfai 1 Liang, Chenyi 1 Liang, Xiaoqing 1 Ming, Zhiqin 1 Pan, Junhao 1 Peng, Yi 1 Polychroniadou, Antigoni 1 Shi, Elaine 1 Sun, Rongqian 1 Wei, Wei 1 Xu, Fangjun 1 Yang, Xiangqun 1 Yang, Xiaoxiao 1 Zhang, Xuepeng 1 Zhou, Haiyan 1 Zhou, Ming all top 5 Serials 6 Insurance Mathematics & Economics 4 Optimal Control Applications & Methods 4 Journal of Nanjing Normal University. Natural Science Edition 4 Scandinavian Actuarial Journal 4 Journal of Applied Mathematics and Computing 3 Mathematical Methods of Operations Research 3 The ANZIAM Journal 3 Journal of Industrial and Management Optimization 2 Applied Stochastic Models in Business and Industry 2 Acta Mathematica Sinica. Chinese Series 2 Scientia Sinica. Mathematica 1 Applied Mathematics and Optimization 1 Journal of Computational and Applied Mathematics 1 Journal of Differential Equations 1 Journal of Number Theory 1 Theoretical Computer Science 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Chinese Journal of Applied Probability and Statistics 1 Acta Physica Sinica 1 Chinese Quarterly Journal of Mathematics 1 Journal of Applied Statistics 1 RAIRO. Operations Research 1 Journal of Systems Science and Complexity 1 Stochastic Models 1 Numerical Algebra, Control and Optimization 1 Mathematical Lectures from Peking University all top 5 Fields 44 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 30 Systems theory; control (93-XX) 17 Statistics (62-XX) 12 Probability theory and stochastic processes (60-XX) 2 Combinatorics (05-XX) 2 Number theory (11-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 General and overarching topics; collections (00-XX) 1 \(K\)-theory (19-XX) 1 Group theory and generalizations (20-XX) 1 Partial differential equations (35-XX) 1 Geometry (51-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-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 33 Publications have been cited 435 times in 222 Documents Cited by ▼ Year ▼ Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167Liang, Zhibin; Yuen, Kam Chuen 52 2016 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 50 2011 Optimal reinsurance and investment with unobservable claim size and intensity. Zbl 1296.91161Liang, Zhibin; Bayraktar, Erhan 41 2014 Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun 40 2012 Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming 31 2015 Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence. Zbl 1371.91080Bi, Junna; Liang, Zhibin; Xu, Fangjun 24 2016 Optimal proportional reinsurance and ruin probability. Zbl 1253.60092Liang, Zhibin; Guo, Junyi 22 2007 Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin 21 2016 Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088Liang, Zhibin; Guo, Junyi 21 2008 Optimal investment and proportional reinsurance with constrained control variables. Zbl 1237.91133Liang, Zhibin; Bai, Lihua; Guo, Junyi 18 2011 Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Zbl 1232.93100Liang, Zhibin; Guo, Junyi 17 2011 Dividends and reinsurance under a penalty for ruin. Zbl 1236.91086Liang, Zhibin; Young, Virginia R. 17 2012 Portfolio optimization for jump-diffusion risky assets with common shock dependence and state dependent risk aversion. Zbl 1362.93170Zhang, Caibin; Liang, Zhibin 12 2017 Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions. Zbl 1127.62100Liang, Zhi-Bin 12 2007 Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin 12 2018 Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240Han, Xia; Liang, Zhibin; Yuen, Kam Chuen 11 2018 Optimal mean-variance reinsurance with common shock dependence. Zbl 1372.91053Ming, Zhiqin; Liang, Zhibin; Zhang, Caibin 9 2016 Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. Zbl 1454.91191Han, Xia; Liang, Zhibin; Young, Virginia R. 7 2020 Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. Zbl 1445.91054Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. 5 2020 Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen 5 2019 Optimal layer reinsurance on the maximization of the adjustment coefficient. Zbl 1331.91104Zhang, Xuepeng; Liang, Zhibin 5 2016 Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen 4 2018 Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. Zbl 1211.91150Liang, Zhibin; Guo, Junyi 4 2010 Reducibility of 1-d quantum harmonic oscillator equation with unbounded oscillation perturbations. Zbl 1451.35152Liang, Z.; Luo, J. 3 2021 Optimal investment and reinsurance for jump-diffusion surplus processes. Zbl 1174.62555Liang, Zhibin 3 2008 Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs. Zbl 1499.91103Yuan, Yu; Liang, Zhibin; Han, Xia 2 2022 Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Zbl 1237.62155Liang, Zhibin; Guo, Junyi 2 2010 Optimal reinsurance and investment in danger-zone and safe-region. Zbl 1466.91261Han, Xia; Liang, Zhibin 2 2020 Generalizing the hypergraph Laplacian via a diffusion process with mediators. Zbl 1442.05145Chan, T.-H. Hubert; Liang, Zhibin 1 2020 Generalizing the hypergraph Laplacian via a diffusion process with mediators. Zbl 1442.05144Chan, T.-H. Hubert; Liang, Zhibin 1 2018 Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. Zbl 1494.91128Yuan, Yu; Liang, Zhibin; Han, Xia 1 2022 Optimal investment and proportional reinsurance in the Sparre Andersen model. Zbl 1269.93135Liang, Zhibin; Guo, Junyi 1 2012 Optimal mean-variance reinsurance with delay and multiple classes of dependent risks. Zbl 1499.91101Yang, Xiaoxiao; Liang, Zhibin; Zhang, Caibin 1 2017 Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs. Zbl 1499.91103Yuan, Yu; Liang, Zhibin; Han, Xia 2 2022 Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. Zbl 1494.91128Yuan, Yu; Liang, Zhibin; Han, Xia 1 2022 Reducibility of 1-d quantum harmonic oscillator equation with unbounded oscillation perturbations. Zbl 1451.35152Liang, Z.; Luo, J. 3 2021 Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. Zbl 1454.91191Han, Xia; Liang, Zhibin; Young, Virginia R. 7 2020 Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. Zbl 1445.91054Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. 5 2020 Optimal reinsurance and investment in danger-zone and safe-region. Zbl 1466.91261Han, Xia; Liang, Zhibin 2 2020 Generalizing the hypergraph Laplacian via a diffusion process with mediators. Zbl 1442.05145Chan, T.-H. Hubert; Liang, Zhibin 1 2020 Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen 5 2019 Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin 12 2018 Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240Han, Xia; Liang, Zhibin; Yuen, Kam Chuen 11 2018 Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen 4 2018 Generalizing the hypergraph Laplacian via a diffusion process with mediators. Zbl 1442.05144Chan, T.-H. Hubert; Liang, Zhibin 1 2018 Portfolio optimization for jump-diffusion risky assets with common shock dependence and state dependent risk aversion. Zbl 1362.93170Zhang, Caibin; Liang, Zhibin 12 2017 Optimal mean-variance reinsurance with delay and multiple classes of dependent risks. Zbl 1499.91101Yang, Xiaoxiao; Liang, Zhibin; Zhang, Caibin 1 2017 Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167Liang, Zhibin; Yuen, Kam Chuen 52 2016 Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence. Zbl 1371.91080Bi, Junna; Liang, Zhibin; Xu, Fangjun 24 2016 Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin 21 2016 Optimal mean-variance reinsurance with common shock dependence. Zbl 1372.91053Ming, Zhiqin; Liang, Zhibin; Zhang, Caibin 9 2016 Optimal layer reinsurance on the maximization of the adjustment coefficient. Zbl 1331.91104Zhang, Xuepeng; Liang, Zhibin 5 2016 Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming 31 2015 Optimal reinsurance and investment with unobservable claim size and intensity. Zbl 1296.91161Liang, Zhibin; Bayraktar, Erhan 41 2014 Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun 40 2012 Dividends and reinsurance under a penalty for ruin. Zbl 1236.91086Liang, Zhibin; Young, Virginia R. 17 2012 Optimal investment and proportional reinsurance in the Sparre Andersen model. Zbl 1269.93135Liang, Zhibin; Guo, Junyi 1 2012 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 50 2011 Optimal investment and proportional reinsurance with constrained control variables. Zbl 1237.91133Liang, Zhibin; Bai, Lihua; Guo, Junyi 18 2011 Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Zbl 1232.93100Liang, Zhibin; Guo, Junyi 17 2011 Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. Zbl 1211.91150Liang, Zhibin; Guo, Junyi 4 2010 Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Zbl 1237.62155Liang, Zhibin; Guo, Junyi 2 2010 Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088Liang, Zhibin; Guo, Junyi 21 2008 Optimal investment and reinsurance for jump-diffusion surplus processes. Zbl 1174.62555Liang, Zhibin 3 2008 Optimal proportional reinsurance and ruin probability. Zbl 1253.60092Liang, Zhibin; Guo, Junyi 22 2007 Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions. Zbl 1127.62100Liang, Zhi-Bin 12 2007 all cited Publications top 5 cited Publications all top 5 Cited by 273 Authors 28 Liang, Zhibin 19 Zhao, Hui 18 Li, Danping 17 Yuen, Kam Chuen 15 Rong, Ximin 11 Zeng, Yan 9 Guo, Junyi 9 Shen, Yang 9 Young, Virginia R. 8 Han, Xia 8 Yang, Peng 8 Yuan, Yu 8 Zhou, Jieming 7 Wang, Rongming 7 Zhang, Caibin 7 Zhang, Yan 7 Zhao, Peibiao 6 Chen, Ping 6 Guan, Guohui 6 Huang, Ya 6 Peng, Xingchun 6 Yang, Xiangqun 5 Bi, Junna 5 Liang, Xiaoqing 5 Qian, Linyi 5 Sun, Zhongyang 5 Yao, Dingjun 5 Zhou, Ming 4 Bai, Lihua 4 Chen, Shumin 4 Chen, Zhiping 4 Deng, Chao 4 Gu, Ailing 4 Hu, Yijun 4 Jin, Zhuo 4 Li, Qicai 4 Liang, Zongxia 4 Wang, Wenyuan 4 Wang, Yajie 4 Xu, Lin 4 Zhang, Nan 4 Zhang, Xin 3 Bai, Yanfei 3 Brachetta, Matteo 3 Cai, Jun 3 Ceci, Claudia 3 Chen, Fenge 3 Chen, Lv 3 Chen, Mi 3 Deng, Yingchun 3 Gao, Rui 3 Gu, Mengdi 3 Hu, Xiang 3 Li, Zhongfei 3 Meng, Hui 3 Tan, Jiyang 3 Viens, Frederi G. 3 Wei, Jiaqin 3 Xiao, Helu 3 Yang, Hailiang 3 Yao, Haixiang 3 Yin, Chuancun 3 Zhou, Zhongbao 2 Bäuerle, Nicole 2 Chang, Hao 2 Cheung, Ka Chun 2 Dang, Duy Minh 2 Fan, Kun 2 Forsyth, Peter A. 2 Han, Kai 2 Hata, Hiroaki 2 Hu, Duni 2 Hu, Hanlei 2 Korn, Ralf 2 Leimcke, Gregor 2 Li, Bin 2 Li, Dongchen 2 Li, Jiaao 2 Li, Jinzhu 2 Li, Sheng 2 Li, Shuanming 2 Li, Ziqiang 2 Lin, Xiang 2 Ma, Jianjing 2 Nkurunziza, Sévérien 2 Siu, Tak Kuen 2 Steffensen, Mogens 2 Tian, Yingxu 2 Van Staden, Pieter M. 2 Wang, Guojing 2 Wang, Hailong 2 Wang, Suxin 2 Wang, Wei 2 Weng, Chengguo 2 Wu, Rong 2 Xiong, Jie 2 Yam, Sheung Chi Phillip 2 Yi, Bo 2 Zhang, Lianzeng 2 Zhang, Liming ...and 173 more Authors all top 5 Cited in 52 Serials 56 Insurance Mathematics & Economics 19 Journal of Industrial and Management Optimization 17 Scandinavian Actuarial Journal 16 Communications in Statistics. Theory and Methods 12 Journal of Computational and Applied Mathematics 7 Optimization 7 Mathematical Methods of Operations Research 7 Discrete Dynamics in Nature and Society 6 Methodology and Computing in Applied Probability 5 Mathematical Problems in Engineering 5 The ANZIAM Journal 4 International Journal of Control 4 Acta Mathematicae Applicatae Sinica. English Series 4 Journal of Systems Science and Complexity 4 Journal of Applied Mathematics and Computing 4 Mathematical Control and Related Fields 3 Optimal Control Applications & Methods 2 Applied Mathematics and Optimization 2 Annals of Operations Research 2 Communications in Statistics. Simulation and Computation 2 European Journal of Operational Research 2 ASTIN Bulletin 2 European Actuarial Journal 2 Statistics & Risk Modeling 1 Journal of Mathematical Analysis and Applications 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Computation 1 Journal of Applied Probability 1 Journal of Optimization Theory and Applications 1 Bulletin of the Korean Mathematical Society 1 Statistics & Probability Letters 1 Operations Research Letters 1 Stochastic Analysis and Applications 1 Journal of Economic Dynamics & Control 1 Applied Mathematics. Series B (English Edition) 1 Computational and Applied Mathematics 1 Journal of Inequalities and Applications 1 International Journal of Theoretical and Applied Finance 1 Statistical Inference for Stochastic Processes 1 Acta Mathematica Sinica. English Series 1 Applied Stochastic Models in Business and Industry 1 Decisions in Economics and Finance 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 SIAM Journal on Applied Dynamical Systems 1 North American Actuarial Journal 1 Frontiers of Mathematics in China 1 SIAM Journal on Financial Mathematics 1 Science China. Mathematics 1 ISRN Mathematical Analysis 1 Numerical Algebra, Control and Optimization 1 AIMS Mathematics all top 5 Cited in 15 Fields 205 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 118 Systems theory; control (93-XX) 60 Probability theory and stochastic processes (60-XX) 38 Statistics (62-XX) 20 Calculus of variations and optimal control; optimization (49-XX) 15 Operations research, mathematical programming (90-XX) 4 Partial differential equations (35-XX) 2 Ordinary differential equations (34-XX) 2 Integral transforms, operational calculus (44-XX) 1 Combinatorics (05-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year