Edit Profile (opens in new tab) Zhang, Caibin Co-Author Distance Author ID: zhang.caibin Published as: Zhang, Caibin Documents Indexed: 12 Publications since 2015 Co-Authors: 7 Co-Authors with 11 Joint Publications 123 Co-Co-Authors all top 5 Co-Authors 0 single-authored 11 Liang, Zhibin 5 Yuen, Kam Chuen 1 Bi, Junna 1 Chen, Jianyun 1 Han, Xia 1 Li, Jing 1 Ming, Zhiqin 1 Xu, Qiang 1 Yang, Xiaoxiao 1 Yuan, Yu all top 5 Serials 2 The ANZIAM Journal 2 Journal of Industrial and Management Optimization 2 Scientia Sinica. Mathematica 1 Journal of Applied Mathematics and Mechanics 1 Optimal Control Applications & Methods 1 Stochastic Analysis and Applications 1 Mathematical Methods of Operations Research 1 Stochastic Models 1 Journal of Applied Mathematics and Computing Fields 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Systems theory; control (93-XX) 5 Probability theory and stochastic processes (60-XX) 4 Statistics (62-XX) 1 Mechanics of deformable solids (74-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 7 Publications have been cited 79 times in 57 Documents Cited by ▼ Year ▼ Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165 Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin 27 2016 Portfolio optimization for jump-diffusion risky assets with common shock dependence and state dependent risk aversion. Zbl 1362.93170 Zhang, Caibin; Liang, Zhibin 16 2017 Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273 Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin 13 2018 Optimal mean-variance reinsurance with common shock dependence. Zbl 1372.91053 Ming, Zhiqin; Liang, Zhibin; Zhang, Caibin 13 2016 Optimal mean-variance reinsurance with delay and multiple classes of dependent risks. Zbl 1499.91101 Yang, Xiaoxiao; Liang, Zhibin; Zhang, Caibin 8 2017 Optimal per-loss reinsurance and investment to minimize the probability of drawdown. Zbl 1513.91060 Han, Xia; Liang, Zhibin; Yuan, Yu; Zhang, Caibin 1 2022 Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach. Zbl 1499.62397 Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen 1 2022 Optimal per-loss reinsurance and investment to minimize the probability of drawdown. Zbl 1513.91060 Han, Xia; Liang, Zhibin; Yuan, Yu; Zhang, Caibin 1 2022 Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach. Zbl 1499.62397 Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen 1 2022 Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273 Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin 13 2018 Portfolio optimization for jump-diffusion risky assets with common shock dependence and state dependent risk aversion. Zbl 1362.93170 Zhang, Caibin; Liang, Zhibin 16 2017 Optimal mean-variance reinsurance with delay and multiple classes of dependent risks. Zbl 1499.91101 Yang, Xiaoxiao; Liang, Zhibin; Zhang, Caibin 8 2017 Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165 Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin 27 2016 Optimal mean-variance reinsurance with common shock dependence. Zbl 1372.91053 Ming, Zhiqin; Liang, Zhibin; Zhang, Caibin 13 2016 all cited Publications top 5 cited Publications all top 5 Cited by 74 Authors 15 Liang, Zhibin 10 Yuen, Kam Chuen 8 Han, Xia 7 Yuan, Yu 6 Zhang, Caibin 6 Zhang, Yan 6 Zhao, Peibiao 5 Bi, Junna 4 Bai, Yanfei 4 Xiao, Helu 4 Yang, Peng 4 Zhou, Zhongbao 3 Gao, Rui 3 Li, Sheng 2 Cai, Jun 2 Chen, Mi 2 Chen, Peimin 2 Chen, Zhiping 2 Dang, Duy Minh 2 Forsyth, Peter A. 2 Guan, Guohui 2 Guo, Junyi 2 He, Yong 2 Qiu, Zhijian 2 Sun, Zhongyang 2 Van Staden, Pieter M. 2 Zeng, Yan 2 Zhong, Feimin 1 A, Chunxiang 1 Bäuerle, Nicole 1 Bian, Wenlong 1 Ceci, Claudia 1 Chen, Xinyue 1 Chen, Xu 1 Chunxiang, A. 1 Colaneri, Katia 1 Cretarola, Alessandra 1 Deng, Chao 1 Gu, Ai-Lin 1 Hu, Xiang 1 Kang, Zhilin 1 Kou, Bingyu 1 Kryger, Esben Masotti 1 Leimcke, Gregor 1 Lin, Liyuan 1 Liu, Haiyan 1 Liu, Jingzhen 1 Ma, Rufei 1 Mi, Hui 1 Nordfang, Maj-Britt 1 Rong, Ximin 1 Shao, Yi 1 Shen, Yang 1 Steffensen, Mogens 1 Sun, Jingyun 1 Tian, Yingxu 1 Wang, Suxin 1 Wang, Wenyuan 1 Wang, Xiaojun 1 Wang, Xiaoyang 1 Wei, Jiaqin 1 Wu, Baiyi 1 Wu, Fan 1 Wu, Lijun 1 Xu, Fangjun 1 Xu, Ying 1 Yao, Haixiang 1 Yiu, Ka Fai Cedric 1 Young, Virginia R. 1 Yuan, Wei 1 Zhang, Xin 1 Zhao, Hui 1 Zhou, Huaren 1 Zhou, Ming all top 5 Cited in 23 Serials 6 Insurance Mathematics & Economics 5 Journal of Computational and Applied Mathematics 5 Mathematical Methods of Operations Research 5 Scandinavian Actuarial Journal 5 Journal of Industrial and Management Optimization 4 Optimization 4 Communications in Statistics. Theory and Methods 3 Mathematical Problems in Engineering 2 International Journal of Control 2 European Journal of Operational Research 2 Discrete Dynamics in Nature and Society 2 Methodology and Computing in Applied Probability 2 Mathematical Control and Related Fields 1 Applied Mathematics and Optimization 1 Stochastic Analysis and Applications 1 Annals of Operations Research 1 International Journal of Theoretical and Applied Finance 1 Stochastic Models 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of Applied Mathematics and Computing 1 North American Actuarial Journal 1 Statistics & Risk Modeling 1 Journal of the Operations Research Society of China all top 5 Cited in 10 Fields 53 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 35 Systems theory; control (93-XX) 11 Statistics (62-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 6 Probability theory and stochastic processes (60-XX) 4 Ordinary differential equations (34-XX) 4 Operations research, mathematical programming (90-XX) 2 Integral transforms, operational calculus (44-XX) 1 Partial differential equations (35-XX) 1 Numerical analysis (65-XX) Citations by Year