Zhuo Jin

Orcid: 0000-0002-9488-2993

According to our database1, Zhuo Jin authored at least 22 papers between 2009 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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Bibliography

2024
Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles.
SIAM J. Control. Optim., 2024

Gaze-directed Vision GNN for Mitigating Shortcut Learning in Medical Image.
CoRR, 2024

2023
Research on the Application of Digital Design of Jinzuo Furniture Cultural Tourism Display Platform Based on Intangible Cultural Heritage.
Int. J. Commun. Networks Inf. Secur., 2023

2022
Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk.
SIAM J. Control. Optim., 2022

Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model.
Autom., 2022

2021
Reinsurance-investment game between two mean-variance insurers under model uncertainty.
J. Comput. Appl. Math., 2021

Household Lifetime Strategies under a Self-Contagious Market.
Eur. J. Oper. Res., 2021

On a class of non-zero-sum stochastic differential dividend games with regime switching.
Appl. Math. Comput., 2021

2020
Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio.
J. Comput. Appl. Math., 2020

Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models.
Eur. J. Oper. Res., 2020

2019
Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions.
SIAM J. Control. Optim., 2019

2018
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer.
J. Comput. Appl. Math., 2018

2016
Pricing dynamic fund protections with regime switching.
J. Comput. Appl. Math., 2016

2015
Optimal Debt Ratio and Consumption Strategies in Financial Crisis.
J. Optim. Theory Appl., 2015

Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management.
Comput. Methods Appl. Math., 2015

2014
Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems.
SIAM J. Control. Optim., 2014

2013
Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls.
J. Optim. Theory Appl., 2013

Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections.
Autom., 2013

2012
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation.
Autom., 2012

2011
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation.
J. Comput. Appl. Math., 2011

A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models.
Int. J. Comput. Math., 2011

2009
Numerical methods for portfolio selection with bounded constraints.
J. Comput. Appl. Math., 2009


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