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Zhuo Jin
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Year
Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods
Z Jin, G Yin, F Wu
Insurance: Mathematics and Economics 53 (3), 733-746, 2013
632013
Almost sure and pth-moment stability and stabilization of regime-switching jump diffusion systems
X Zong, F Wu, G Yin, Z Jin
SIAM Journal on Control and Optimization 52 (4), 2595-2622, 2014
592014
Insurance fraud detection with unsupervised deep learning
C Gomes, Z Jin, H Yang
Journal of Risk and Insurance 88 (3), 591-624, 2021
562021
A reinsurance game between two insurance companies with nonlinear risk processes
H Meng, S Li, Z Jin
Insurance: Mathematics and Economics 62, 91-97, 2015
462015
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
Z Jin, H Yang, GG Yin
Automatica 49 (8), 2317-2329, 2013
442013
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
Z Jin, G Yin, C Zhu
Automatica 48 (8), 1489-1501, 2012
392012
Robust non-zero-sum investment and reinsurance game with default risk
N Wang, N Zhang, Z Jin, L Qian
Insurance: Mathematics and Economics 84, 115-132, 2019
332019
Optimal reinsurance under dynamic VaR constraint
N Zhang, Z Jin, S Li, P Chen
Insurance: Mathematics and Economics 71, 232-243, 2016
272016
Reinsurance–investment game between two mean–variance insurers under model uncertainty
N Wang, N Zhang, Z Jin, L Qian
Journal of Computational and Applied Mathematics 382, 113095, 2020
262020
Numerical methods for portfolio selection with bounded constraints
G Yin, H Jin, Z Jin
Journal of computational and applied mathematics 233 (2), 564-581, 2009
262009
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Z Jin, G Liu, H Yang
European Journal of Operational Research 280 (3), 1130-1143, 2020
242020
Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions
T Wang, Z Jin, J Wei
SIAM Journal on Control and Optimization 57 (5), 3249-3271, 2019
242019
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer
N Zhang, Z Jin, L Qian, R Wang
Journal of Computational and Applied Mathematics 342, 337-351, 2018
212018
Optimal debt ratio and dividend payment strategies with reinsurance
Z Jin, H Yang, G Yin
Insurance: Mathematics and Economics 64, 351-363, 2015
212015
Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes
J Wei, X Cheng, Z Jin, H Wang
Insurance: Mathematics and Economics 91, 244-256, 2020
202020
Optimal insurance strategies: A hybrid deep learning Markov chain approximation approach
X Cheng, Z Jin, H Yang
ASTIN Bulletin: The Journal of the IAA 50 (2), 449-477, 2020
182020
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation
Z Jin, Y Wang, G Yin
Journal of computational and applied mathematics 235 (8), 2842-2860, 2011
172011
Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls
Z Jin, G Yin
Journal of Optimization Theory and Applications 159 (1), 246-271, 2013
152013
A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis
Z Jin, H Yang, G Yin
Insurance: Mathematics and Economics 96, 262-275, 2021
132021
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
N Wang, N Zhang, Z Jin, L Qian
Insurance: Mathematics and Economics 96, 168-184, 2021
122021
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