Zhang, Caibin; Liang, Zhibin Constrained mean-variance portfolio optimization for jump-diffusion process under partial information. (English) Zbl 07769907 Stoch. Models 39, No. 4, 741-771 (2023). MSC: 91G10 93E20 60J74 PDFBibTeX XMLCite \textit{C. Zhang} and \textit{Z. Liang}, Stoch. Models 39, No. 4, 741--771 (2023; Zbl 07769907) Full Text: DOI
Han, Xia; Liang, Zhibin; Yuan, Yu; Zhang, Caibin Optimal per-loss reinsurance and investment to minimize the probability of drawdown. (English) Zbl 1513.91060 J. Ind. Manag. Optim. 18, No. 6, 4011-4041 (2022). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{X. Han} et al., J. Ind. Manag. Optim. 18, No. 6, 4011--4041 (2022; Zbl 1513.91060) Full Text: DOI arXiv
Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach. (English) Zbl 1499.62397 J. Ind. Manag. Optim. 18, No. 1, 341-366 (2022). MSC: 62P05 91G10 93E20 PDFBibTeX XMLCite \textit{C. Zhang} et al., J. Ind. Manag. Optim. 18, No. 1, 341--366 (2022; Zbl 1499.62397) Full Text: DOI
Zhang, Caibin; Liang, Zhibin Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure. (English) Zbl 1471.91490 Stochastic Anal. Appl. 39, No. 2, 195-223 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91B05 PDFBibTeX XMLCite \textit{C. Zhang} and \textit{Z. Liang}, Stochastic Anal. Appl. 39, No. 2, 195--223 (2020; Zbl 1471.91490) Full Text: DOI
Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. (English) Zbl 1410.91273 J. Appl. Math. Comput. 56, No. 1-2, 637-664 (2018). MSC: 91B30 91G10 93E20 60J75 PDFBibTeX XMLCite \textit{Z. Liang} et al., J. Appl. Math. Comput. 56, No. 1--2, 637--664 (2018; Zbl 1410.91273) Full Text: DOI Link