Yuan, Yu; Liang, Zhibin; Han, Xia Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs. (English) Zbl 07475152 J. Ind. Manag. Optim. 18, No. 2, 933-967 (2022). MSC: 93E20 62P05 91G05 91G10 PDF BibTeX XML Cite \textit{Y. Yuan} et al., J. Ind. Manag. Optim. 18, No. 2, 933--967 (2022; Zbl 07475152) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{C. Zhang} and \textit{Z. Liang}, Stochastic Anal. Appl. 39, No. 2, 195--223 (2020; Zbl 1471.91490) Full Text: DOI OpenURL
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. (English) Zbl 1429.62459 Math. Methods Oper. Res. 90, No. 1, 109-135 (2019). MSC: 62P05 91G05 91G10 93E20 PDF BibTeX XML Cite \textit{J. Bi} et al., Math. Methods Oper. Res. 90, No. 1, 109--135 (2019; Zbl 1429.62459) Full Text: DOI OpenURL
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. (English) Zbl 1418.91240 Scand. Actuar. J. 2018, No. 10, 863-889 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{X. Han} et al., Scand. Actuar. J. 2018, No. 10, 863--889 (2018; Zbl 1418.91240) Full Text: DOI OpenURL
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen Optimal reinsurance in a compound Poisson risk model with dependence. (English) Zbl 1397.91294 J. Appl. Math. Comput. 58, No. 1-2, 389-412 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Wei} et al., J. Appl. Math. Comput. 58, No. 1--2, 389--412 (2018; Zbl 1397.91294) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{Z. Liang} et al., J. Appl. Math. Comput. 56, No. 1--2, 637--664 (2018; Zbl 1410.91273) Full Text: DOI Link OpenURL
Liang, Zhibin; Yuen, Kam Chuen Optimal dynamic reinsurance with dependent risks: variance premium principle. (English) Zbl 1401.91167 Scand. Actuar. J. 2016, No. 1, 18-36 (2016). MSC: 91B30 60J70 93E20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{K. C. Yuen}, Scand. Actuar. J. 2016, No. 1, 18--36 (2016; Zbl 1401.91167) Full Text: DOI Link OpenURL
Ming, Zhiqin; Liang, Zhibin; Zhang, Caibin Optimal mean-variance reinsurance with common shock dependence. (English) Zbl 1372.91053 ANZIAM J. 58, No. 2, 162-181 (2016). MSC: 91B30 93E20 91G70 PDF BibTeX XML Cite \textit{Z. Ming} et al., ANZIAM J. 58, No. 2, 162--181 (2016; Zbl 1372.91053) Full Text: DOI OpenURL
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. (English) Zbl 1348.91165 Math. Methods Oper. Res. 84, No. 1, 155-181 (2016). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Liang} et al., Math. Methods Oper. Res. 84, No. 1, 155--181 (2016; Zbl 1348.91165) Full Text: DOI OpenURL
Zhang, Xuepeng; Liang, Zhibin Optimal layer reinsurance on the maximization of the adjustment coefficient. (English) Zbl 1331.91104 Numer. Algebra Control Optim. 6, No. 1, 21-34 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{Z. Liang}, Numer. Algebra Control Optim. 6, No. 1, 21--34 (2016; Zbl 1331.91104) Full Text: DOI OpenURL
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming Optimal proportional reinsurance with common shock dependence. (English) Zbl 1348.91191 Insur. Math. Econ. 64, 1-13 (2015). MSC: 91B30 62P05 93E20 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Insur. Math. Econ. 64, 1--13 (2015; Zbl 1348.91191) Full Text: DOI Link OpenURL
Liang, Zhibin; Bayraktar, Erhan Optimal reinsurance and investment with unobservable claim size and intensity. (English) Zbl 1296.91161 Insur. Math. Econ. 55, 156-166 (2014). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{E. Bayraktar}, Insur. Math. Econ. 55, 156--166 (2014; Zbl 1296.91161) Full Text: DOI OpenURL
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. (English) Zbl 1286.91068 Appl. Stoch. Models Bus. Ind. 28, No. 6, 585-597 (2012). MSC: 91B30 91G10 60J60 60J70 60J75 PDF BibTeX XML Cite \textit{Z. Liang} et al., Appl. Stoch. Models Bus. Ind. 28, No. 6, 585--597 (2012; Zbl 1286.91068) Full Text: DOI OpenURL
Liang, Zhibin; Guo, Junyi Optimal investment and proportional reinsurance in the Sparre Andersen model. (English) Zbl 1269.93135 J. Syst. Sci. Complex. 25, No. 5, 926-941 (2012). MSC: 93E20 91B30 91B70 91G10 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, J. Syst. Sci. Complex. 25, No. 5, 926--941 (2012; Zbl 1269.93135) Full Text: DOI OpenURL
Liang, Zhibin; Young, Virginia R. Dividends and reinsurance under a penalty for ruin. (English) Zbl 1236.91086 Insur. Math. Econ. 50, No. 3, 437-445 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{V. R. Young}, Insur. Math. Econ. 50, No. 3, 437--445 (2012; Zbl 1236.91086) Full Text: DOI OpenURL
Liang, Zhibin; Bai, Lihua; Guo, Junyi Optimal investment and proportional reinsurance with constrained control variables. (English) Zbl 1237.91133 Optim. Control Appl. Methods 32, No. 5, 587-608 (2011). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Liang} et al., Optim. Control Appl. Methods 32, No. 5, 587--608 (2011; Zbl 1237.91133) Full Text: DOI OpenURL
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. (English) Zbl 1218.91084 Insur. Math. Econ. 49, No. 2, 207-215 (2011). MSC: 91B30 93E20 60J70 60K10 PDF BibTeX XML Cite \textit{Z. Liang} et al., Insur. Math. Econ. 49, No. 2, 207--215 (2011; Zbl 1218.91084) Full Text: DOI OpenURL
Liang, Zhibin; Guo, Junyi Upper bound for ruin probabilities under optimal investment and proportional reinsurance. (English) Zbl 1199.91088 Appl. Stoch. Models Bus. Ind. 24, No. 2, 109-128 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60J28 60J70 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, Appl. Stoch. Models Bus. Ind. 24, No. 2, 109--128 (2008; Zbl 1199.91088) Full Text: DOI OpenURL
Liang, Zhi-Bin Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions. (English) Zbl 1127.62100 Acta Math. Appl. Sin., Engl. Ser. 23, No. 3, 477-488 (2007). MSC: 62P05 91B30 60J70 PDF BibTeX XML Cite \textit{Z.-B. Liang}, Acta Math. Appl. Sin., Engl. Ser. 23, No. 3, 477--488 (2007; Zbl 1127.62100) Full Text: DOI OpenURL