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Author ID: zhang.caibin Recent zbMATH articles by "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

Publications by Year

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

Citations by Year