Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (English) Zbl 07483110 Scand. Actuar. J. 2021, No. 10, 832-865 (2021). MSC: 91G05 91B42 PDF BibTeX XML Cite \textit{N. Wang} et al., Scand. Actuar. J. 2021, No. 10, 832--865 (2021; Zbl 07483110) Full Text: DOI OpenURL
Liu, Guo; Jin, Zhuo; Li, Shuanming Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. (English) Zbl 1475.91310 Insur. Math. Econ. 101, 508-524 (2021). MSC: 91G05 60G55 90C39 PDF BibTeX XML Cite \textit{G. Liu} et al., Insur. Math. Econ. 101, 508--524 (2021; Zbl 1475.91310) Full Text: DOI OpenURL
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming On a class of non-zero-sum stochastic differential dividend games with regime switching. (English) Zbl 07422788 Appl. Math. Comput. 397, Article ID 125956, 18 p. (2021). MSC: 91Bxx PDF BibTeX XML Cite \textit{J. Zhang} et al., Appl. Math. Comput. 397, Article ID 125956, 18 p. (2021; Zbl 07422788) Full Text: DOI OpenURL
Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang Optimal dividend strategy for an insurance group with contagious default risk. (English) Zbl 1470.91229 Scand. Actuar. J. 2021, No. 4, 335-361 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G40 PDF BibTeX XML Cite \textit{Z. Jin} et al., Scand. Actuar. J. 2021, No. 4, 335--361 (2021; Zbl 1470.91229) Full Text: DOI arXiv OpenURL
Liu, Guo; Jin, Zhuo; Li, Shuanming Household lifetime strategies under a self-contagious market. (English) Zbl 07354024 Eur. J. Oper. Res. 288, No. 3, 935-952 (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{G. Liu} et al., Eur. J. Oper. Res. 288, No. 3, 935--952 (2021; Zbl 07354024) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{N. Wang} et al., Insur. Math. Econ. 96, 168--184 (2021; Zbl 1460.91241) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{Z. Zhou} and \textit{Z. Jin}, Insur. Math. Econ. 94, 100--108 (2020; Zbl 1452.91286) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{J. Zhang} et al., J. Comput. Appl. Math. 380, Article ID 112951, 16 p. (2020; Zbl 1443.91271) Full Text: DOI OpenURL
Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes. (English) Zbl 1435.91164 Insur. Math. Econ. 91, 244-256 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. Wei} et al., Insur. Math. Econ. 91, 244--256 (2020; Zbl 1435.91164) Full Text: DOI OpenURL
Wang, Yige; Zhang, Nan; Jin, Zhuo; Ho, Tin Long Pricing longevity-linked derivatives using a stochastic mortality model. (English) Zbl 07529899 Commun. Stat., Theory Methods 48, No. 24, 5923-5942 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Wang} et al., Commun. Stat., Theory Methods 48, No. 24, 5923--5942 (2019; Zbl 07529899) Full Text: DOI OpenURL
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu Pricing dynamic fund protections for a hyperexponential jump diffusion process. (English) Zbl 1386.91148 Commun. Stat., Theory Methods 47, No. 1, 210-221 (2018). MSC: 91G20 60G51 60J75 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 47, No. 1, 210--221 (2018; Zbl 1386.91148) Full Text: DOI OpenURL
Tan, Senren; Jin, Zhuo; Yin, G. Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. (English) Zbl 1378.91102 Nonlinear Anal., Hybrid Syst. 27, 141-156 (2018). MSC: 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{S. Tan} et al., Nonlinear Anal., Hybrid Syst. 27, 141--156 (2018; Zbl 1378.91102) Full Text: DOI OpenURL
Jin, Zhuo; Yang, Hai-liang; Yin, G. A numerical approach to optimal dividend policies with capital injections and transaction costs. (English) Zbl 1360.91153 Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221-238 (2017). MSC: 91G60 65C30 60H35 65C05 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Jin} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221--238 (2017; Zbl 1360.91153) Full Text: DOI Link OpenURL
Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping Optimal reinsurance under dynamic VaR constraint. (English) Zbl 1371.91112 Insur. Math. Econ. 71, 232-243 (2016). MSC: 91B30 93E20 91G70 PDF BibTeX XML Cite \textit{N. Zhang} et al., Insur. Math. Econ. 71, 232--243 (2016; Zbl 1371.91112) Full Text: DOI Link OpenURL
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming Pricing dynamic fund protections with regime switching. (English) Zbl 1329.91130 J. Comput. Appl. Math. 297, 13-25 (2016). MSC: 91G20 91B30 62M02 PDF BibTeX XML Cite \textit{Z. Jin} et al., J. Comput. Appl. Math. 297, 13--25 (2016; Zbl 1329.91130) Full Text: DOI OpenURL
Jin, Zhuo; Qian, Linyi Lookback option pricing for regime-switching jump diffusion models. (English) Zbl 1347.91234 Math. Control Relat. Fields 5, No. 2, 237-258 (2015). MSC: 91G60 65C05 65C40 60J75 91G20 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{L. Qian}, Math. Control Relat. Fields 5, No. 2, 237--258 (2015; Zbl 1347.91234) Full Text: DOI OpenURL
Jin, Zhuo; Yang, Hailiang; Yin, G. Optimal debt ratio and dividend payment strategies with reinsurance. (English) Zbl 1348.91156 Insur. Math. Econ. 64, 351-363 (2015). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Jin} et al., Insur. Math. Econ. 64, 351--363 (2015; Zbl 1348.91156) Full Text: DOI OpenURL
Jin, Zhuo; Yang, Hailiang; Yin, Gang George Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. (English) Zbl 1364.93863 Automatica 49, No. 8, 2317-2329 (2013). MSC: 93E20 91G10 60J10 60J75 93C10 49J40 PDF BibTeX XML Cite \textit{Z. Jin} et al., Automatica 49, No. 8, 2317--2329 (2013; Zbl 1364.93863) Full Text: DOI Link OpenURL
Jin, Zhuo; Yin, George An optimal dividend policy with delayed capital injections. (English) Zbl 1302.91189 ANZIAM J. 55, No. 2, 129-150 (2013). MSC: 91G50 93E20 62P05 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{G. Yin}, ANZIAM J. 55, No. 2, 129--150 (2013; Zbl 1302.91189) Full Text: DOI OpenURL
Jin, Zhuo; Yin, G. Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. (English) Zbl 1276.49022 J. Optim. Theory Appl. 159, No. 1, 246-271 (2013). MSC: 49M30 49L20 49J40 93E20 60J60 60J75 91G60 91G80 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{G. Yin}, J. Optim. Theory Appl. 159, No. 1, 246--271 (2013; Zbl 1276.49022) Full Text: DOI OpenURL
Jin, Zhuo; Yin, G.; Zhu, Chao Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. (English) Zbl 1267.93184 Automatica 48, No. 8, 1489-1501 (2012). MSC: 93E20 91B30 91G10 60J10 PDF BibTeX XML Cite \textit{Z. Jin} et al., Automatica 48, No. 8, 1489--1501 (2012; Zbl 1267.93184) Full Text: DOI arXiv Link Link OpenURL
Jin, Zhuo; Wang, Yumin; Yin, G. Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. (English) Zbl 1229.91358 J. Comput. Appl. Math. 235, No. 8, 2842-2860 (2011). Reviewer: Pedro A. Morettin (São Paulo) MSC: 91G70 65C20 65C05 PDF BibTeX XML Cite \textit{Z. Jin} et al., J. Comput. Appl. Math. 235, No. 8, 2842--2860 (2011; Zbl 1229.91358) Full Text: DOI OpenURL
Yin, G.; Jin, Zhuo; Yang, Hailiang Asymptotically optimal dividend policy for regime-switching compound Poisson models. (English) Zbl 1204.91061 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 529-542 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91G50 91B70 PDF BibTeX XML Cite \textit{G. Yin} et al., Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 529--542 (2010; Zbl 1204.91061) Full Text: DOI OpenURL