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Zhuo Jin, Ph.D. - Publications

Affiliations: 
2011 Mathematics Wayne State University, Detroit, MI, United States 
Area:
Mathematics, Applied Mathematics
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50 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2021 Wang N, Zhang N, Jin Z, Qian L. Reinsurance–investment game between two mean–variance insurers under model uncertainty Journal of Computational and Applied Mathematics. 382: 113095. DOI: 10.1016/J.Cam.2020.113095  0.465
2020 Zhu H, Zhang C, Jin Z. Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks Journal of Industrial and Management Optimization. 13: 1. DOI: 10.3934/Jimo.2018180  0.414
2020 Wang T, Jin Z, Wei J. Mean-variance portfolio selection with non-negative state-dependent risk aversion Quantitative Finance. 1-15. DOI: 10.1080/14697688.2020.1787492  0.324
2020 Cheng X, Jin Z, Yang H. Optimal Insurance Strategies: A Hybrid Deep Learning Markov Chain Approximation Approach Astin Bulletin. 50: 449-477. DOI: 10.1017/Asb.2020.9  0.461
2020 Zhou Z, Jin Z. Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time Insurance Mathematics & Economics. 94: 100-108. DOI: 10.1016/J.Insmatheco.2020.06.011  0.445
2020 Wei J, Cheng X, Jin Z, Wang H. Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes Insurance Mathematics & Economics. 91: 244-256. DOI: 10.1016/J.Insmatheco.2020.02.006  0.471
2020 Liu G, Jin Z, Li S. Household Lifetime Strategies under a Self-Contagious Market European Journal of Operational Research. DOI: 10.1016/J.Ejor.2020.05.060  0.499
2020 Jin Z, Liu G, Yang H. 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. DOI: 10.1016/J.Ejor.2019.07.066  0.456
2020 Zhang J, Chen P, Jin Z, Li S. Open-loop equilibrium strategy for mean–variance asset–liability management portfolio selection problem with debt ratio Journal of Computational and Applied Mathematics. 380: 112951. DOI: 10.1016/J.Cam.2020.112951  0.422
2019 Wei J, Jin Z, Yang H. Optimal dividend policy with liability constraint under a hidden Markov regime-switching model Journal of Industrial and Management Optimization. 15: 1965-1993. DOI: 10.3934/Jimo.2018132  0.497
2019 Wang T, Jin Z, Wei J. Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions Siam Journal On Control and Optimization. 57: 3249-3271. DOI: 10.1137/18M1186423  0.39
2019 Wang Y, Zhang N, Jin Z, Ho TL. Pricing longevity-linked derivatives using a stochastic mortality model Communications in Statistics-Theory and Methods. 48: 5923-5942. DOI: 10.1080/03610926.2018.1563171  0.309
2019 Bui T, Cheng X, Jin Z, Yin G. Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump–diffusion models Nonlinear Analysis: Hybrid Systems. 32: 276-293. DOI: 10.1016/J.Nahs.2019.01.002  0.587
2019 Zhang N, Jin Z, Qian L, Fan K. Stochastic differential reinsurance games with capital injections Insurance Mathematics & Economics. 88: 7-18. DOI: 10.1016/J.Insmatheco.2019.05.002  0.414
2019 Wang N, Zhang N, Jin Z, Qian L. Robust non-zero-sum investment and reinsurance game with default risk Insurance Mathematics & Economics. 84: 115-132. DOI: 10.1016/J.Insmatheco.2018.09.009  0.475
2018 Zhao Q, Jin Z, Wei J. Optimal debt ratio and dividend strategies for an insurer under a regime-switching model Stochastic Models. 34: 435-463. DOI: 10.1080/15326349.2018.1527703  0.492
2018 Qian L, Jin Z, Wang W, Chen L. Pricing dynamic fund protections for a hyperexponential jump diffusion process Communications in Statistics-Theory and Methods. 47: 210-221. DOI: 10.1080/03610926.2017.1301475  0.407
2018 Jin Z, Yang H, Yin G. Approximation of optimal ergodic dividend strategies using controlled Markov chains Iet Control Theory and Applications. 12: 2194-2204. DOI: 10.1049/Iet-Cta.2018.5394  0.631
2018 Tan S, Jin Z, Yin G. Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump–diffusion model Nonlinear Analysis: Hybrid Systems. 27: 141-156. DOI: 10.1016/J.Nahs.2017.08.007  0.64
2018 Zhang N, Jin Z, Qian L, Wang R. Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer Journal of Computational and Applied Mathematics. 342: 337-351. DOI: 10.1016/J.Cam.2018.04.030  0.457
2017 Zhang N, Qian L, Jin Z, Wang W. Optimal stop-loss reinsurance with joint utility constraints Journal of Industrial and Management Optimization. 13: 0-0. DOI: 10.3934/Jimo.2020001  0.469
2017 Zhang J, Chen P, Jin Z, Li S. Open-loop equilibrium strategy for mean-variance portfolio selection: A log-return model Journal of Industrial and Management Optimization. 13: 0-0. DOI: 10.3934/Jimo.2019133  0.442
2017 Qian L, Chen L, Jin Z, Wang R. Optimal liability ratio and dividend payment strategies under catastrophic risk Journal of Industrial and Management Optimization. 14: 1443. DOI: 10.3934/Jimo.2018015  0.523
2017 Zhao Q, Jin Z, Wei J. Optimal investment and dividend payment strategies with debt management and reinsurance Journal of Industrial and Management Optimization. 14: 1323. DOI: 10.3934/Jimo.2018009  0.535
2017 Jin Z, Yang H, Yin G. A numerical approach to optimal dividend policies with capital injections and transaction costs Acta Mathematicae Applicatae Sinica. 33: 221-238. DOI: 10.1007/S10255-017-0653-6  0.637
2016 Zhang N, Chen P, Jin Z, Li S. Markowitz's mean-variance optimization with investment and constrained reinsurance Journal of Industrial and Management Optimization. 13: 375. DOI: 10.3934/Jimo.2016022  0.507
2016 Wu F, Yin G, Jin Z. Kolmogorov-type systems with regime-switching jump diffusion perturbations Discrete and Continuous Dynamical Systems - Series B. 21: 2293-2319. DOI: 10.3934/Dcdsb.2016048  0.493
2016 Wang W, Jin Z, Qian L, Su X. Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models Stochastic Analysis and Applications. 34: 662-678. DOI: 10.1080/07362994.2016.1166061  0.484
2016 Zhang N, Jin Z, Li S, Chen P. Optimal reinsurance under dynamic VaR constraint Insurance: Mathematics and Economics. 71: 232-243. DOI: 10.1016/J.Insmatheco.2016.09.011  0.468
2016 Jin Z, Qian L, Wang W, Wang R. Pricing dynamic fund protections with regime switching Journal of Computational and Applied Mathematics. 297: 13-25. DOI: 10.1016/J.Cam.2015.11.012  0.42
2015 Jin Z, Qian L. Lookback option pricing for regime-switching jump diffusion models Mathematical Control and Related Fields. 5: 237-258. DOI: 10.3934/Mcrf.2015.5.237  0.465
2015 Jin Z, Stockbridge R, Yin G. Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management Computational Methods in Applied Mathematics. 15: 331-351. DOI: 10.1515/Cmam-2015-0015  0.516
2015 Jin Z, Yang H, Yin G. Optimal debt ratio and dividend payment strategies with reinsurance Insurance: Mathematics and Economics. 64: 351-363. DOI: 10.1016/J.Insmatheco.2015.07.005  0.631
2015 Meng H, Li S, Jin Z. A reinsurance game between two insurance companies with nonlinear risk processes Insurance Mathematics & Economics. 62: 91-97. DOI: 10.1016/J.Insmatheco.2015.03.008  0.398
2015 Tan S, Jin Z, Wu F. Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks Economic Modelling. 49: 331-343. DOI: 10.1016/J.Econmod.2015.05.009  0.444
2014 Zong X, Wu F, Yin GG, Jin Z. ALMOST SURE AND pTH-MOMENT STABILITY AND STABILIZATION OF REGIME-SWITCHING JUMP DIFFUSION SYSTEMS ∗ Siam Journal On Control and Optimization. 52: 2595-2622. DOI: 10.1137/14095251X  0.31
2014 Jin Z, Yin G. Capital injections with negative surplus and delays: models and analysis Control Theory and Technology. 12: 163-172. DOI: 10.1007/S11768-014-0061-X  0.599
2014 Jin Z. Optimal Debt Ratio and Consumption Strategies in Financial Crisis Journal of Optimization Theory and Applications. 166: 1029-1050. DOI: 10.1007/S10957-014-0629-0  0.5
2013 Jin Z, Yin G. An Optimal Dividend Policy With Delayed Capital Injections Anziam Journal. 55: 129-150. DOI: 10.1017/S1446181113000394  0.616
2013 Jin Z, Yin G, Wu F. Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods Insurance Mathematics & Economics. 53: 733-746. DOI: 10.1016/J.Insmatheco.2013.09.015  0.654
2013 Jin Z, Yang H, Yin GG. Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections Automatica. 49: 2317-2329. DOI: 10.1016/J.Automatica.2013.04.043  0.553
2013 Jin Z, Yin GG. Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls Journal of Optimization Theory and Applications. 159: 246-271. DOI: 10.1007/S10957-012-0263-7  0.555
2012 Jin Z, Yin G, Zhu C. Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation Automatica. 48: 1489-1501. DOI: 10.1016/J.Automatica.2012.05.039  0.636
2011 Jin Z, Yin G, Yang H. Numerical Methods For Dividend Optimization Using Regime-Switching Jump-Diffusion Models Mathematical Control and Related Fields. 1: 21-40. DOI: 10.3934/Mcrf.2011.1.21  0.644
2011 Jin Z, Yin G. A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models International Journal of Computer Mathematics. 88: 1256-1282. DOI: 10.1080/00207160.2010.500662  0.498
2011 Jin Z, Wang Y, Yin G. Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation Journal of Computational and Applied Mathematics. 235: 2842-2860. DOI: 10.1016/J.Cam.2010.12.003  0.464
2010 Shen GW, Wu NQ, Zhang N, Jin ZS, Xu J, Yin GY. A prospective comparative study of kyphoplasty using the Jack vertebral dilator and balloon kyphoplasty for the treatment of osteoporotic vertebral compression fractures. The Journal of Bone and Joint Surgery. British Volume. 92: 1282-8. PMID 20798449 DOI: 10.1302/0301-620X.92B9.23739  0.328
2010 Yin G, Jin Z, Yang H. Asymptotically optimal dividend policy for regime-switching compound Poisson models Acta Mathematicae Applicatae Sinica. 26: 529-542. DOI: 10.1007/S10255-010-0023-0  0.599
2009 Yin G, Jin H, Jin Z. Numerical methods for portfolio selection with bounded constraints Journal of Computational and Applied Mathematics. 233: 564-581. DOI: 10.1016/J.Cam.2009.08.055  0.585
2003 Zheng H, Ji C, Zou X, Wu M, Jin Z, Yin G, Li J, Feng C, Cheng H, Gu S, Xie Y, Mao Y. Molecular cloning and characterization of a novel human putative transmembrane protein homologous to mouse sideroflexin associated with sideroblastic anemia. Dna Sequence : the Journal of Dna Sequencing and Mapping. 14: 369-73. PMID 14756423 DOI: 10.1080/10425170310001605491  0.335
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