Zhuo Jin
Orcid: 0000-0002-9488-2993
According to our database1,
Zhuo Jin
authored at least 19 papers
between 2009 and 2022.
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Bibliography
2022
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
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
2015
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
J. Comput. Appl. Math., 2009