Jingzhen Liu

According to our database, Jingzhen Liu authored at least 4 papers between 2010 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Optimal Reinsurance and Dividend Under Model Uncertainty.

Jingzhen Liu, Yike Wang, Ning Zhang

J. Syst. Sci. Complex., June, 2023

2018

Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand.

Jingzhen Liu, Ka Fai Cedric Yiu, Alain Bensoussan

SIAM J. Control. Optim., 2018

2012

A decomposition method for optimal portfolios with regime-switching and risk constraint.

Jingzhen Liu, Ka Fai Cedric Yiu, Tak Kuen Siu

Risk Decis. Anal., 2012

2010

Optimal portfolios with regime switching and value-at-risk constraint.

Ka Fai Cedric Yiu, Jingzhen Liu, Tak Kuen Siu, Wai-Ki Ching

Autom., 2010