×
Compute Distance To:
Author ID: luo.shangzhen Recent zbMATH articles by "Luo, Shangzhen"
Published as: Luo, Shangzhen
External Links: MGP
Documents Indexed: 23 Publications since 2001
Co-Authors: 7 Co-Authors with 13 Joint Publications
310 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

15 Publications have been cited 116 times in 99 Documents Cited by Year
On reinsurance and investment for large insurance portfolios. Zbl 1141.91532
Luo, Shangzhen; Taksar, Michael; Tsoi, Allanus
59
2008
On absolute ruin minimization under a diffusion approximation model. Zbl 1233.91151
Luo, Shangzhen; Taksar, Michael
14
2011
Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099
Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael
10
2014
Stochastic Pareto-optimal reinsurance policies. Zbl 1290.91104
Zeng, Xudong; Luo, Shangzhen
8
2013
The impact of public information on insider trading. Zbl 0968.91011
Luo, S.
4
2001
Maximizing a robust goal-reaching probability with penalization on ambiguity. Zbl 1418.91248
Luo, Shangzhen; Wang, Mingming; Zhu, Wei
4
2019
Minimal cost of a Brownian risk without ruin. Zbl 1285.91062
Luo, Shangzhen; Taksar, Michael
3
2012
Optimal reinsurance: minimize the expected time to reach a goal. Zbl 1401.91171
Luo, Shangzhen; Wang, Mingming; Zeng, Xudong
3
2016
Filtering of hidden weak Markov chain-discrete range observations. Zbl 1134.60048
Luo, Shangzhen; Tsoi, Allanus H.
2
2007
Multi-period asset allocation under hidden markovianly driven noises. Zbl 1125.60034
Luo, Shangzhen
2
2007
Asymptotic investment behaviors under a jump-diffusion risk process. Zbl 1414.91164
Belkina, Tatiana; Luo, Shangzhen
2
2017
Ruin minimization for insurers with borrowing constraints. Zbl 1481.91179
Luo, Shangzhen
2
2008
Filtering of a multi-dimension stochastic volatility model. Zbl 1217.60032
Luo, Shangzhen
1
2011
Stochastic Brownian game of absolute dominance. Zbl 1304.91120
Luo, Shangzhen
1
2014
A stochastic differential game for quadratic-linear diffusion processes. Zbl 1357.91021
Luo, Shangzhen
1
2016
Maximizing a robust goal-reaching probability with penalization on ambiguity. Zbl 1418.91248
Luo, Shangzhen; Wang, Mingming; Zhu, Wei
4
2019
Asymptotic investment behaviors under a jump-diffusion risk process. Zbl 1414.91164
Belkina, Tatiana; Luo, Shangzhen
2
2017
Optimal reinsurance: minimize the expected time to reach a goal. Zbl 1401.91171
Luo, Shangzhen; Wang, Mingming; Zeng, Xudong
3
2016
A stochastic differential game for quadratic-linear diffusion processes. Zbl 1357.91021
Luo, Shangzhen
1
2016
Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099
Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael
10
2014
Stochastic Brownian game of absolute dominance. Zbl 1304.91120
Luo, Shangzhen
1
2014
Stochastic Pareto-optimal reinsurance policies. Zbl 1290.91104
Zeng, Xudong; Luo, Shangzhen
8
2013
Minimal cost of a Brownian risk without ruin. Zbl 1285.91062
Luo, Shangzhen; Taksar, Michael
3
2012
On absolute ruin minimization under a diffusion approximation model. Zbl 1233.91151
Luo, Shangzhen; Taksar, Michael
14
2011
Filtering of a multi-dimension stochastic volatility model. Zbl 1217.60032
Luo, Shangzhen
1
2011
On reinsurance and investment for large insurance portfolios. Zbl 1141.91532
Luo, Shangzhen; Taksar, Michael; Tsoi, Allanus
59
2008
Ruin minimization for insurers with borrowing constraints. Zbl 1481.91179
Luo, Shangzhen
2
2008
Filtering of hidden weak Markov chain-discrete range observations. Zbl 1134.60048
Luo, Shangzhen; Tsoi, Allanus H.
2
2007
Multi-period asset allocation under hidden markovianly driven noises. Zbl 1125.60034
Luo, Shangzhen
2
2007
The impact of public information on insider trading. Zbl 0968.91011
Luo, S.
4
2001
all top 5

Cited by 142 Authors

11 Luo, Shangzhen
9 Liang, Zhibin
7 Yuen, Kam Chuen
5 Peng, Xingchun
4 Belkina, Tat’yana Andreevna
4 Guo, Junyi
4 Hu, Yijun
4 Konyukhova, Nadja B.
4 Li, Danping
4 Li, Qicai
4 Wang, Mingming
4 Young, Virginia R.
4 Zeng, Yan
3 Bai, Lihua
3 Chen, Fenge
3 Chen, Shumin
3 Deng, Chao
3 Gu, Mengdi
3 Han, Xia
3 Li, Zhongfei
3 Liang, Xiaoqing
3 Shen, Yang
3 Yang, Peng
3 Zeng, Xudong
3 Zhang, Xin
3 Zhou, Ming
2 Golubin, A. Yu.
2 Gridin, V. N.
2 Gu, Ailing
2 Hu, Duni
2 Kurochkin, Sergey Vladimirovich
2 Lai, Yongzeng
2 Landriault, David
2 Li, Bin
2 Li, Dongchen
2 Lin, Xiang
2 Mamon, Rogemar S.
2 Rong, Ximin
2 Siu, Tak Kuen
2 Slavko, B. V.
2 Wang, Hailong
2 Wang, Ning
2 Wang, Wenyuan
2 Xu, Lin
2 Yao, Dingjun
2 Yener, Haluk
2 Zhao, Hui
2 Zhu, Huiming
2 Zhu, Wei
1 A, Chunxiang
1 Angkola, Francisca
1 Baltas, Ioannis D.
1 Bayraktar, Erhan
1 Belkina, Tatiana
1 ben Dbabis, Makram
1 Benaid, Brahim
1 Bensoussan, Alain
1 Bi, Junna
1 Bi, Xiuchun
1 Cai, Jun
1 Cao, Jing
1 Chen, Yan
1 Chen, Zhiping
1 Cheung, Ka Chun
1 Cui, Chaoran
1 Davison, Matt
1 Deng, Yingchun
1 Edoli, Enrico
1 Erlwein, Christina
1 Escobar Anel, Marcos
1 Frangos, Nikos E.
1 Fung, Eric S.
1 Gao, Xiujuan
1 Guan, Chonghu
1 Guo, Xianping
1 Hipp, Christian
1 Houmia, Anouar
1 Hu, Hanlei
1 Huang, Ya
1 Huang, Yujuan
1 Jin, Zhuo
1 Li, Kemian
1 Li, Yin
1 Liang, Jin
1 Liang, Zhibing
1 Liang, Zongxia
1 Liu, Jingzhen
1 Liu, Yanchu
1 Loke, Sooie-Hoe
1 Long, Mingsi
1 Mao, Xuerong
1 Mejai, Maher
1 Meng, Hui
1 Meng, Qingbin
1 Ng, Michael Kwok-Po
1 Pan, Jian
1 Pun, Chi Seng
1 Qian, Linyi
1 Qian, Yiping
1 Runggaldier, Wolfgang J.
...and 42 more Authors

Citations by Year