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Author ID: jin.zhuo Recent zbMATH articles by "Jin, Zhuo"
Published as: Jin, Zhuo
External Links: ORCID
Documents Indexed: 49 Publications since 2009
Co-Authors: 36 Co-Authors with 48 Joint Publications
1,225 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

35 Publications have been cited 184 times in 135 Documents Cited by Year
Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems. Zbl 1390.34230
Zong, Xiaofeng; Wu, Fuke; Yin, George; Jin, Zhuo
21
2014
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Zbl 1364.93863
Jin, Zhuo; Yang, Hailiang; Yin, Gang George
20
2013
Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods. Zbl 1290.91090
Jin, Zhuo; Yin, G.; Wu, Fuke
17
2013
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184
Jin, Zhuo; Yin, G.; Zhu, Chao
16
2012
A reinsurance game between two insurance companies with nonlinear risk processes. Zbl 1318.91120
Meng, Hui; Li, Shuanming; Jin, Zhuo
15
2015
Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
9
2019
Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112
Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping
9
2016
Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. Zbl 1276.49022
Jin, Zhuo; Yin, G.
8
2013
Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276
Yin, G.; Jin, Hanqing; Jin, Zhuo
7
2009
Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin
6
2019
Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156
Jin, Zhuo; Yang, Hailiang; Yin, G.
6
2015
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 1461.91264
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming
5
2018
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. Zbl 1431.91361
Jin, Zhuo; Liu, Guo; Yang, Hailiang
4
2020
Asymptotically optimal dividend policy for regime-switching compound Poisson models. Zbl 1204.91061
Yin, G.; Jin, Zhuo; Yang, Hailiang
4
2010
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. Zbl 1229.91358
Jin, Zhuo; Wang, Yumin; Yin, G.
4
2011
Numerical methods for dividend optimization using regime-switching jump-diffusion models. Zbl 1222.93237
Jin, Zhuo; Yin, George; Yang, Hailiang
4
2011
Pricing dynamic fund protections with regime switching. Zbl 1329.91130
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming
4
2016
Stochastic differential reinsurance games with capital injections. Zbl 1425.91237
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun
3
2019
Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Zbl 1344.49031
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan
3
2016
An optimal dividend policy with delayed capital injections. Zbl 1302.91189
Jin, Zhuo; Yin, George
2
2013
Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. Zbl 1378.91102
Tan, Senren; Jin, Zhuo; Yin, G.
2
2018
Household lifetime strategies under a self-contagious market. Zbl 07354024
Liu, Guo; Jin, Zhuo; Li, Shuanming
2
2021
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. Zbl 1452.91286
Zhou, Zhou; Jin, Zhuo
1
2020
Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. Zbl 1426.91205
Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George
1
2019
Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes. Zbl 1435.91164
Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao
1
2020
Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. Zbl 1443.91271
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming
1
2020
Reinsurance-investment game between two mean-variance insurers under model uncertainty. Zbl 1447.91152
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
1
2021
Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach. Zbl 1447.91129
Cheng, Xiang; Jin, Zhuo; Yang, Hailiang
1
2020
A numerical approach to optimal dividend policies with capital injections and transaction costs. Zbl 1360.91153
Jin, Zhuo; Yang, Hai-liang; Yin, G.
1
2017
Markowitz’s mean-variance optimization with investment and constrained reinsurance. Zbl 1364.91075
Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming
1
2017
Kolmogorov-type systems with regime-switching jump diffusion perturbations. Zbl 1347.60073
Wu, Fuke; Yin, George; Jin, Zhuo
1
2016
Optimal debt ratio and consumption strategies in financial crisis. Zbl 1320.91136
Jin, Zhuo
1
2015
Lookback option pricing for regime-switching jump diffusion models. Zbl 1347.91234
Jin, Zhuo; Qian, Linyi
1
2015
Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu
1
2018
Optimal dividend strategy for an insurance group with contagious default risk. Zbl 1470.91229
Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang
1
2021
Household lifetime strategies under a self-contagious market. Zbl 07354024
Liu, Guo; Jin, Zhuo; Li, Shuanming
2
2021
Reinsurance-investment game between two mean-variance insurers under model uncertainty. Zbl 1447.91152
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
1
2021
Optimal dividend strategy for an insurance group with contagious default risk. Zbl 1470.91229
Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang
1
2021
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. Zbl 1431.91361
Jin, Zhuo; Liu, Guo; Yang, Hailiang
4
2020
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. Zbl 1452.91286
Zhou, Zhou; Jin, Zhuo
1
2020
Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes. Zbl 1435.91164
Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao
1
2020
Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. Zbl 1443.91271
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming
1
2020
Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach. Zbl 1447.91129
Cheng, Xiang; Jin, Zhuo; Yang, Hailiang
1
2020
Robust non-zero-sum investment and reinsurance game with default risk. Zbl 1419.91386
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi
9
2019
Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions. Zbl 1425.91396
Wang, Tianxiao; Jin, Zhuo; Wei, Jiaqin
6
2019
Stochastic differential reinsurance games with capital injections. Zbl 1425.91237
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun
3
2019
Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. Zbl 1426.91205
Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George
1
2019
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. Zbl 1461.91264
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Wang, Rongming
5
2018
Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model. Zbl 1378.91102
Tan, Senren; Jin, Zhuo; Yin, G.
2
2018
Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu
1
2018
A numerical approach to optimal dividend policies with capital injections and transaction costs. Zbl 1360.91153
Jin, Zhuo; Yang, Hai-liang; Yin, G.
1
2017
Markowitz’s mean-variance optimization with investment and constrained reinsurance. Zbl 1364.91075
Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming
1
2017
Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112
Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping
9
2016
Pricing dynamic fund protections with regime switching. Zbl 1329.91130
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming
4
2016
Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Zbl 1344.49031
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan
3
2016
Kolmogorov-type systems with regime-switching jump diffusion perturbations. Zbl 1347.60073
Wu, Fuke; Yin, George; Jin, Zhuo
1
2016
A reinsurance game between two insurance companies with nonlinear risk processes. Zbl 1318.91120
Meng, Hui; Li, Shuanming; Jin, Zhuo
15
2015
Optimal debt ratio and dividend payment strategies with reinsurance. Zbl 1348.91156
Jin, Zhuo; Yang, Hailiang; Yin, G.
6
2015
Optimal debt ratio and consumption strategies in financial crisis. Zbl 1320.91136
Jin, Zhuo
1
2015
Lookback option pricing for regime-switching jump diffusion models. Zbl 1347.91234
Jin, Zhuo; Qian, Linyi
1
2015
Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems. Zbl 1390.34230
Zong, Xiaofeng; Wu, Fuke; Yin, George; Jin, Zhuo
21
2014
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Zbl 1364.93863
Jin, Zhuo; Yang, Hailiang; Yin, Gang George
20
2013
Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods. Zbl 1290.91090
Jin, Zhuo; Yin, G.; Wu, Fuke
17
2013
Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. Zbl 1276.49022
Jin, Zhuo; Yin, G.
8
2013
An optimal dividend policy with delayed capital injections. Zbl 1302.91189
Jin, Zhuo; Yin, George
2
2013
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Zbl 1267.93184
Jin, Zhuo; Yin, G.; Zhu, Chao
16
2012
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. Zbl 1229.91358
Jin, Zhuo; Wang, Yumin; Yin, G.
4
2011
Numerical methods for dividend optimization using regime-switching jump-diffusion models. Zbl 1222.93237
Jin, Zhuo; Yin, George; Yang, Hailiang
4
2011
Asymptotically optimal dividend policy for regime-switching compound Poisson models. Zbl 1204.91061
Yin, G.; Jin, Zhuo; Yang, Hailiang
4
2010
Numerical methods for portfolio selection with bounded constraints. Zbl 1180.91276
Yin, G.; Jin, Hanqing; Jin, Zhuo
7
2009
all top 5

Cited by 211 Authors

30 Jin, Zhuo
11 Yin, Gang George
8 Qian, Linyi
8 Yin, George Gang
7 Tran, Ky Quan
6 Yang, Hailiang
5 Li, Shuanming
5 Zhang, Nan
4 Bai, Yanfei
4 Shen, Yang
4 Wang, Lei
4 Wang, Ning
4 Wang, Yan
4 Xiao, Helu
4 Zhou, Zhongbao
3 Bi, Junna
3 Chen, Lv
3 Dong, Yinghui
3 Gao, Rui
3 Nguyen, Dang Hai
3 Sun, Zhongyang
3 Wang, Tianxiao
3 Wang, Wei
3 Yin, Chuancun
2 Balbás, Alejandro
2 Balbás, Beatriz
2 Balbás, Raquel
2 Bo, Lijun
2 Chen, Ping
2 Cheng, Xiang
2 Chevalier, Etienne
2 Deng, Feiqi
2 Forsyth, Peter A.
2 Gaigi, M’hamed
2 Guan, Guohui
2 Hening, Alexandru
2 Li, Guangjie
2 Li, Zhongfei
2 Li, Ziqiang
2 Liu, Guo
2 Ly Vath, Vathana
2 Meng, Qingbin
2 Siu, Tak Kuen
2 Song, Aimin
2 Tan, Jiyang
2 Vetzal, Kenneth R.
2 Wang, Rongming
2 Wei, Jiaqin
2 Wen, Yuzhen
2 Wu, Fuke
2 Wu, Sang
2 Xu, Chao
2 Xu, Lin
2 Yan, Ming
2 Yao, Dingjun
2 Yao, Haixiang
2 Zeng, Yan
2 Zhang, Jiannan
2 Zhang, Shuhua
2 Zheng, Xiaoxiao
2 Zhong, Feimin
2 Zhu, Chao
2 Zhu, Jinxia
2 Zou, Bin
1 Ai, Meiqiao
1 Asmussen, Søren
1 Azimzadeh, Parsiad
1 Bäuerle, Nicole
1 Biswas, Arunangshu
1 Bui, Trang
1 Cadenillas, Abel
1 Cai, Jun
1 Cao, Jinde
1 Cao, Ming
1 Ceci, Claudia
1 Chao, Zhen
1 Chen, Feng
1 Chen, Shuanglian
1 Chen, Shumin
1 Chen, Xiaowei
1 Chen, Xu
1 Chen, Yan
1 Cheng, Gongpin
1 Cheng, Pei
1 Cheng, Yangjin
1 Christensen, Bent Jesper
1 Cui, Jinchuan
1 de Moura, A. B.
1 Delavarkhalafi, Ali
1 Deng, Chao
1 Fan, Kun
1 Gajek, Lesław
1 Godin, Frédéric
1 Goswami, Anindya
1 Goutte, Stéphane
1 Gu, Ailing
1 Heras, Antonio
1 Hou, Tingting
1 Hu, Liangjian
1 Hu, Zhipei
...and 111 more Authors
all top 5

Cited in 53 Serials

21 Insurance Mathematics & Economics
10 Journal of Computational and Applied Mathematics
8 SIAM Journal on Control and Optimization
7 Journal of Industrial and Management Optimization
5 Journal of Optimization Theory and Applications
5 Systems & Control Letters
5 Nonlinear Analysis. Hybrid Systems
4 Automatica
4 European Journal of Operational Research
3 Journal of the Franklin Institute
3 Journal of Systems Science and Complexity
3 ASTIN Bulletin
2 Computers & Mathematics with Applications
2 Journal of Mathematical Analysis and Applications
2 Journal of Mathematical Biology
2 Applied Mathematics and Computation
2 Applied Mathematics and Optimization
2 Statistics & Probability Letters
2 Optimization
2 Communications in Statistics. Theory and Methods
2 Mathematical Problems in Engineering
2 Scandinavian Actuarial Journal
2 Discrete and Continuous Dynamical Systems. Series B
2 Stochastic Models
2 Mathematical Control and Related Fields
2 Journal of Function Spaces
1 International Journal of Control
1 Bulletin of the Korean Mathematical Society
1 Operations Research Letters
1 Acta Mathematicae Applicatae Sinica. English Series
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Annals of Operations Research
1 Applied Mathematical Modelling
1 International Journal of Computer Mathematics
1 Mathematical Methods of Operations Research
1 Journal of Inequalities and Applications
1 Discrete Dynamics in Nature and Society
1 Statistical Inference for Stochastic Processes
1 Methodology and Computing in Applied Probability
1 RAIRO. Operations Research
1 The ANZIAM Journal
1 Quantitative Finance
1 Stochastics
1 Mathematics and Financial Economics
1 Optimization Letters
1 Discrete and Continuous Dynamical Systems. Series S
1 SIAM Journal on Financial Mathematics
1 Science China. Mathematics
1 Asian Journal of Control
1 Statistics & Risk Modeling
1 Open Mathematics
1 AIMS Mathematics

Citations by Year