Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming A class of non-zero-sum stochastic differential games between two mean-variance insurers under stochastic volatility. (English) Zbl 1518.91231 Probab. Eng. Inf. Sci. 37, No. 2, 491-517 (2023). MSC: 91G05 91A15 91A80 60H30 PDFBibTeX XMLCite \textit{J. Zhang} et al., Probab. Eng. Inf. Sci. 37, No. 2, 491--517 (2023; Zbl 1518.91231) Full Text: DOI
Jin, Zhuo; Zuo, Quan Xu; Zou, Bin A perturbation approach to optimal investment, liability ratio, and dividend strategies. (English) Zbl 1492.91301 Scand. Actuar. J. 2022, No. 2, 165-188 (2022). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{Z. Jin} et al., Scand. Actuar. J. 2022, No. 2, 165--188 (2022; Zbl 1492.91301) Full Text: DOI arXiv
Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (English) Zbl 1485.91211 Scand. Actuar. J. 2021, No. 10, 832-865 (2021). MSC: 91G05 91B42 PDFBibTeX XMLCite \textit{N. Wang} et al., Scand. Actuar. J. 2021, No. 10, 832--865 (2021; Zbl 1485.91211) Full Text: DOI
Zhang, Nan; Qian, Linyi; Jin, Zhuo; Wang, Wei Optimal stop-loss reinsurance with joint utility constraints. (English) Zbl 1474.91166 J. Ind. Manag. Optim. 17, No. 2, 841-868 (2021). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{N. Zhang} et al., J. Ind. Manag. Optim. 17, No. 2, 841--868 (2021; Zbl 1474.91166) Full Text: DOI
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints. (English) Zbl 1460.91241 Insur. Math. Econ. 96, 168-184 (2021). MSC: 91G05 91A15 91A80 PDFBibTeX XMLCite \textit{N. Wang} et al., Insur. Math. Econ. 96, 168--184 (2021; Zbl 1460.91241) Full Text: DOI
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi Reinsurance-investment game between two mean-variance insurers under model uncertainty. (English) Zbl 1447.91152 J. Comput. Appl. Math. 382, Article ID 113095, 26 p. (2021). MSC: 91G05 91A15 91A80 PDFBibTeX XMLCite \textit{N. Wang} et al., J. Comput. Appl. Math. 382, Article ID 113095, 26 p. (2021; Zbl 1447.91152) Full Text: DOI
Zhou, Zhou; Jin, Zhuo Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. (English) Zbl 1452.91286 Insur. Math. Econ. 94, 100-108 (2020). MSC: 91G05 91A80 PDFBibTeX XMLCite \textit{Z. Zhou} and \textit{Z. Jin}, Insur. Math. Econ. 94, 100--108 (2020; Zbl 1452.91286) Full Text: DOI
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. (English) Zbl 1443.91271 J. Comput. Appl. Math. 380, Article ID 112951, 16 p. (2020). MSC: 91G10 60H10 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Comput. Appl. Math. 380, Article ID 112951, 16 p. (2020; Zbl 1443.91271) Full Text: DOI
Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. (English) Zbl 1426.91205 Nonlinear Anal., Hybrid Syst. 32, 276-293 (2019). MSC: 91G05 91A15 91A23 60J75 PDFBibTeX XMLCite \textit{T. Bui} et al., Nonlinear Anal., Hybrid Syst. 32, 276--293 (2019; Zbl 1426.91205) Full Text: DOI arXiv
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun Stochastic differential reinsurance games with capital injections. (English) Zbl 1425.91237 Insur. Math. Econ. 88, 7-18 (2019). MSC: 91B30 91A15 91A23 PDFBibTeX XMLCite \textit{N. Zhang} et al., Insur. Math. Econ. 88, 7--18 (2019; Zbl 1425.91237) Full Text: DOI
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi Robust non-zero-sum investment and reinsurance game with default risk. (English) Zbl 1419.91386 Insur. Math. Econ. 84, 115-132 (2019). MSC: 91B30 91A15 PDFBibTeX XMLCite \textit{N. Wang} et al., Insur. Math. Econ. 84, 115--132 (2019; Zbl 1419.91386) Full Text: DOI
Meng, Hui; Li, Shuanming; Jin, Zhuo A reinsurance game between two insurance companies with nonlinear risk processes. (English) Zbl 1318.91120 Insur. Math. Econ. 62, 91-97 (2015). MSC: 91B30 91A80 91A15 91A23 PDFBibTeX XMLCite \textit{H. Meng} et al., Insur. Math. Econ. 62, 91--97 (2015; Zbl 1318.91120) Full Text: DOI