Zhongyang Sun
Orcid: 0000-0003-4410-3346
According to our database1,
Zhongyang Sun authored at least 10 papers
between 2015 and 2026.
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Bibliography
2026
Optimal Dividend, Investment, and Risk Control Strategies in a Financial Market with Dynamic Contagion Jumps.
J. Optim. Theory Appl., April, 2026
Mean-Variance Investment and Per-Loss Reinsurance Strategies in Contagion Financial Markets.
Axioms, 2026
2024
Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors.
Int. J. Control, 2024
2020
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling.
J. Comput. Appl. Math., 2020
2019
Equilibrium for a Time-Inconsistent Stochastic Linear-Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem.
J. Optim. Theory Appl., 2019
2018
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type.
SIAM J. Control. Optim., 2018
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility.
Math. Methods Oper. Res., 2018
Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming.
J. Optim. Theory Appl., 2018
2016
Maximum principle for forward-backward stochastic control system under G-expectation and relation to dynamic programming.
J. Comput. Appl. Math., 2016
2015
Proceedings of the IEEE International Symposium on Signal Processing and Information Technology, 2015