Zhuo Jin, Ph.D.
Affiliations: | 2011 | Mathematics | Wayne State University, Detroit, MI, United States |
Area:
Mathematics, Applied MathematicsGoogle:
"Zhuo Jin"Parents
Sign in to add mentor| George Yin | grad student | 2011 | Wayne State | |
| (Numerical methods for problems arising in risk management and insurance.) | ||||
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Publications
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| Wang N, Zhang N, Jin Z, et al. (2021) Reinsurance–investment game between two mean–variance insurers under model uncertainty Journal of Computational and Applied Mathematics. 382: 113095 |
| Zhu H, Zhang C, Jin Z. (2020) Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks Journal of Industrial and Management Optimization. 13: 1 |
| Wang T, Jin Z, Wei J. (2020) Mean-variance portfolio selection with non-negative state-dependent risk aversion Quantitative Finance. 1-15 |
| Cheng X, Jin Z, Yang H. (2020) Optimal Insurance Strategies: A Hybrid Deep Learning Markov Chain Approximation Approach Astin Bulletin. 50: 449-477 |
| Zhou Z, Jin Z. (2020) Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time Insurance Mathematics & Economics. 94: 100-108 |
| Wei J, Cheng X, Jin Z, et al. (2020) Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes Insurance Mathematics & Economics. 91: 244-256 |
| Liu G, Jin Z, Li S. (2020) Household Lifetime Strategies under a Self-Contagious Market European Journal of Operational Research |
| Jin Z, Liu G, Yang H. (2020) Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models European Journal of Operational Research. 280: 1130-1143 |
| Zhang J, Chen P, Jin Z, et al. (2020) Open-loop equilibrium strategy for mean–variance asset–liability management portfolio selection problem with debt ratio Journal of Computational and Applied Mathematics. 380: 112951 |
| Wei J, Jin Z, Yang H. (2019) Optimal dividend policy with liability constraint under a hidden Markov regime-switching model Journal of Industrial and Management Optimization. 15: 1965-1993 |