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Author ID: liang.zhibin.1 Recent zbMATH articles by "Liang, Zhibin"
Published as: Liang, Zhibin
External Links: ResearchGate

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 372 times in 185 Documents Cited by Year
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi
46
2011
Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167
Liang, Zhibin; Yuen, Kam Chuen
42
2016
Optimal reinsurance and investment with unobservable claim size and intensity. Zbl 1296.91161
Liang, Zhibin; Bayraktar, Erhan
35
2014
Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
34
2012
Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming
24
2015
Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088
Liang, Zhibin; Guo, Junyi
21
2008
Optimal proportional reinsurance and ruin probability. Zbl 1253.60092
Liang, Zhibin; Guo, Junyi
21
2007
Optimal investment and proportional reinsurance with constrained control variables. Zbl 1237.91133
Liang, Zhibin; Bai, Lihua; Guo, Junyi
17
2011
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence. Zbl 1371.91080
Bi, Junna; Liang, Zhibin; Xu, Fangjun
16
2016
Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Zbl 1232.93100
Liang, Zhibin; Guo, Junyi
15
2011
Dividends and reinsurance under a penalty for ruin. Zbl 1236.91086
Liang, Zhibin; Young, Virginia R.
15
2012
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin
13
2016
Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions. Zbl 1127.62100
Liang, Zhi-Bin
12
2007
Portfolio optimization for jump-diffusion risky assets with common shock dependence and state dependent risk aversion. Zbl 1362.93170
Zhang, Caibin; Liang, Zhibin
10
2017
Optimal mean-variance reinsurance with common shock dependence. Zbl 1372.91053
Ming, Zhiqin; Liang, Zhibin; Zhang, Caibin
7
2016
Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273
Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin
7
2018
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen
6
2018
Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. Zbl 1211.91150
Liang, Zhibin; Guo, Junyi
4
2010
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. Zbl 1445.91054
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R.
4
2020
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. Zbl 1454.91191
Han, Xia; Liang, Zhibin; Young, Virginia R.
4
2020
Optimal layer reinsurance on the maximization of the adjustment coefficient. Zbl 1331.91104
Zhang, Xuepeng; Liang, Zhibin
4
2016
Optimal investment and reinsurance for jump-diffusion surplus processes. Zbl 1174.62555
Liang, Zhibin
3
2008
Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen
3
2018
Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Zbl 1237.62155
Liang, Zhibin; Guo, Junyi
2
2010
Reducibility of 1-d quantum harmonic oscillator equation with unbounded oscillation perturbations. Zbl 1451.35152
Liang, Z.; Luo, J.
2
2021
Optimal reinsurance and investment in danger-zone and safe-region. Zbl 1466.91261
Han, Xia; Liang, Zhibin
1
2020
Generalizing the hypergraph Laplacian via a diffusion process with mediators. Zbl 1442.05144
Chan, T.-H. Hubert; Liang, Zhibin
1
2018
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
1
2019
Optimal investment and proportional reinsurance in the Sparre Andersen model. Zbl 1269.93135
Liang, Zhibin; Guo, Junyi
1
2012
Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs. Zbl 07475152
Yuan, Yu; Liang, Zhibin; Han, Xia
1
2022
Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs. Zbl 07475152
Yuan, Yu; Liang, Zhibin; Han, Xia
1
2022
Reducibility of 1-d quantum harmonic oscillator equation with unbounded oscillation perturbations. Zbl 1451.35152
Liang, Z.; Luo, J.
2
2021
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. Zbl 1445.91054
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R.
4
2020
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. Zbl 1454.91191
Han, Xia; Liang, Zhibin; Young, Virginia R.
4
2020
Optimal reinsurance and investment in danger-zone and safe-region. Zbl 1466.91261
Han, Xia; Liang, Zhibin
1
2020
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market. Zbl 1429.62459
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen
1
2019
Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1410.91273
Liang, Zhibin; Yuen, Kam Chuen; Zhang, Caibin
7
2018
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Zbl 1418.91240
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen
6
2018
Optimal reinsurance in a compound Poisson risk model with dependence. Zbl 1397.91294
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen
3
2018
Generalizing the hypergraph Laplacian via a diffusion process with mediators. Zbl 1442.05144
Chan, T.-H. Hubert; Liang, Zhibin
1
2018
Portfolio optimization for jump-diffusion risky assets with common shock dependence and state dependent risk aversion. Zbl 1362.93170
Zhang, Caibin; Liang, Zhibin
10
2017
Optimal dynamic reinsurance with dependent risks: variance premium principle. Zbl 1401.91167
Liang, Zhibin; Yuen, Kam Chuen
42
2016
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence. Zbl 1371.91080
Bi, Junna; Liang, Zhibin; Xu, Fangjun
16
2016
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Zbl 1348.91165
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin
13
2016
Optimal mean-variance reinsurance with common shock dependence. Zbl 1372.91053
Ming, Zhiqin; Liang, Zhibin; Zhang, Caibin
7
2016
Optimal layer reinsurance on the maximization of the adjustment coefficient. Zbl 1331.91104
Zhang, Xuepeng; Liang, Zhibin
4
2016
Optimal proportional reinsurance with common shock dependence. Zbl 1348.91191
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming
24
2015
Optimal reinsurance and investment with unobservable claim size and intensity. Zbl 1296.91161
Liang, Zhibin; Bayraktar, Erhan
35
2014
Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
34
2012
Dividends and reinsurance under a penalty for ruin. Zbl 1236.91086
Liang, Zhibin; Young, Virginia R.
15
2012
Optimal investment and proportional reinsurance in the Sparre Andersen model. Zbl 1269.93135
Liang, Zhibin; Guo, Junyi
1
2012
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi
46
2011
Optimal investment and proportional reinsurance with constrained control variables. Zbl 1237.91133
Liang, Zhibin; Bai, Lihua; Guo, Junyi
17
2011
Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Zbl 1232.93100
Liang, Zhibin; Guo, Junyi
15
2011
Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. Zbl 1211.91150
Liang, Zhibin; Guo, Junyi
4
2010
Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Zbl 1237.62155
Liang, Zhibin; Guo, Junyi
2
2010
Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088
Liang, Zhibin; Guo, Junyi
21
2008
Optimal investment and reinsurance for jump-diffusion surplus processes. Zbl 1174.62555
Liang, Zhibin
3
2008
Optimal proportional reinsurance and ruin probability. Zbl 1253.60092
Liang, Zhibin; Guo, Junyi
21
2007
Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions. Zbl 1127.62100
Liang, Zhi-Bin
12
2007
all top 5

Cited by 220 Authors

24 Liang, Zhibin
16 Yuen, Kam Chuen
16 Zhao, Hui
15 Li, Danping
12 Rong, Ximin
10 Zeng, Yan
9 Young, Virginia R.
8 Guo, Junyi
8 Shen, Yang
8 Zhou, Jieming
7 Yang, Peng
6 Huang, Ya
6 Peng, Xingchun
6 Wang, Rongming
6 Yang, Xiangqun
6 Zhang, Caibin
5 Bi, Junna
5 Chen, Ping
5 Guan, Guohui
5 Liang, Xiaoqing
5 Yao, Dingjun
4 Deng, Chao
4 Han, Xia
4 Hu, Yijun
4 Jin, Zhuo
4 Li, Qicai
4 Liang, Zongxia
4 Qian, Linyi
4 Sun, Zhongyang
4 Wang, Wenyuan
4 Xu, Lin
4 Zhang, Nan
4 Zhang, Xin
4 Zhang, Yan
4 Zhao, Peibiao
4 Zhou, Ming
3 Bai, Lihua
3 Bai, Yanfei
3 Brachetta, Matteo
3 Cai, Jun
3 Chen, Fenge
3 Chen, Shumin
3 Chen, Zhiping
3 Deng, Yingchun
3 Gao, Rui
3 Gu, Ailing
3 Gu, Mengdi
3 Meng, Hui
3 Xiao, Helu
3 Yang, Hailiang
3 Yao, Haixiang
3 Yin, Chuancun
3 Zhou, Zhongbao
2 Bäuerle, Nicole
2 Ceci, Claudia
2 Chen, Lv
2 Chen, Mi
2 Cheung, Ka Chun
2 Dang, Duy Minh
2 Fan, Kun
2 Forsyth, Peter A.
2 Hata, Hiroaki
2 Hu, Xiang
2 Leimcke, Gregor
2 Li, Bin
2 Li, Dongchen
2 Li, Jinzhu
2 Li, Shuanming
2 Li, Zhongfei
2 Li, Ziqiang
2 Lin, Xiang
2 Ma, Jianjing
2 Nkurunziza, Sévérien
2 Siu, Tak Kuen
2 Steffensen, Mogens
2 Tan, Jiyang
2 Van Staden, Pieter M.
2 Viens, Frederi G.
2 Wang, Guojing
2 Wang, Suxin
2 Wang, Yajie
2 Wei, Jiaqin
2 Weng, Chengguo
2 Wu, Rong
2 Yam, Sheung Chi Phillip
2 Yi, Bo
2 Zhang, Lianzeng
2 Zhao, Yongxia
2 Zheng, Xiaoxiao
2 Zhong, Feimin
2 Zhu, Huiming
1 Ankirchner, Stefan
1 Bayraktar, Erhan
1 Bian, Wenlong
1 Blanchet-Scalliet, Christophette
1 Brignone, Riccardo
1 Cao, Jing
1 Chang, Hao
1 Chen, Fuqi
1 Chen, Shou
...and 120 more Authors
all top 5

Cited in 49 Serials

53 Insurance Mathematics & Economics
15 Journal of Industrial and Management Optimization
12 Scandinavian Actuarial Journal
11 Journal of Computational and Applied Mathematics
8 Communications in Statistics. Theory and Methods
6 Mathematical Methods of Operations Research
5 Mathematical Problems in Engineering
5 Discrete Dynamics in Nature and Society
5 The ANZIAM Journal
4 Acta Mathematicae Applicatae Sinica. English Series
4 Optimization
4 Journal of Applied Mathematics and Computing
4 Mathematical Control and Related Fields
3 International Journal of Control
3 Optimal Control Applications & Methods
3 Methodology and Computing in Applied Probability
3 Journal of Systems Science and Complexity
2 Applied Mathematics and Optimization
2 Annals of Operations Research
2 European Journal of Operational Research
2 ASTIN Bulletin
2 Statistics & Risk Modeling
1 Journal of Mathematical Analysis and Applications
1 Annals of the Institute of Statistical Mathematics
1 Applied Mathematics and Computation
1 Journal of Applied Probability
1 Journal of Optimization Theory and Applications
1 Bulletin of the Korean Mathematical Society
1 Statistics & Probability Letters
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Journal of Economic Dynamics & Control
1 Applied Mathematics. Series B (English Edition)
1 Computational and Applied Mathematics
1 Journal of Inequalities and Applications
1 International Journal of Theoretical and Applied Finance
1 Statistical Inference for Stochastic Processes
1 Acta Mathematica Sinica. English Series
1 Applied Stochastic Models in Business and Industry
1 Decisions in Economics and Finance
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 SIAM Journal on Applied Dynamical Systems
1 Frontiers of Mathematics in China
1 SIAM Journal on Financial Mathematics
1 Science China. Mathematics
1 European Actuarial Journal
1 ISRN Mathematical Analysis
1 Numerical Algebra, Control and Optimization
1 AIMS Mathematics

Citations by Year