Jie-Ming Zhou

Available identifiers

zbMath Open zhou.jiemingMaRDI QIDQ1632778

List of research outcomes

Publication	Date of Publication	Type
Ruin-related problems in the dual risk model under two different randomized observations	2023-07-28	Paper
On the dual risk model with Parisian implementation delays under a mixed dividend strategy	2023-06-16	Paper
Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework	2023-03-29	Paper
Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables	2023-03-29	Paper
On a discrete interaction risk model with delayed claims and randomized dividends	2022-08-01	Paper
Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion	2022-08-01	Paper
General draw-down times for refracted spectrally negative Lévy processes	2022-07-07	Paper
A car-following model accounting for probability distribution	2022-06-29	Paper
Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond	2022-05-25	Paper
On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates	2022-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4998092	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q5142744	2021-01-14	Paper
A weak law of large numbers for the sequence of uncorrelated fuzzy random variables	2021-01-09	Paper
Taboo rate and hitting time distribution of continuous-time reversible Markov chains	2021-01-06	Paper
Laws of Large Numbers for Uncorrelated Set-Valued Random Variables	2020-11-13	Paper
带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析（英）	2020-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q5115395	2020-08-12	Paper
\(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes	2020-04-07	Paper
Optimal investment and risk control policies for an insurer in an incomplete market	2019-10-21	Paper
On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes	2019-02-01	Paper
A macro traffic flow model with probability distribution function	2018-12-17	Paper
https://portal.mardi4nfdi.de/entity/Q4688572	2018-10-22	Paper
Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities	2018-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q4640813	2018-05-25	Paper
Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer	2017-12-06	Paper
OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET	2017-10-17	Paper
Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion	2017-09-28	Paper
Robust optimal investment and reinsurance problem for a general insurance company under Heston model	2017-08-11	Paper
https://portal.mardi4nfdi.de/entity/Q5276347	2017-07-14	Paper
https://portal.mardi4nfdi.de/entity/Q2823508	2016-10-06	Paper
Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model	2016-05-12	Paper
Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle	2016-01-15	Paper
Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables	2015-12-21	Paper
Expected present value of total dividends in a compound binomial model with delayed claims and random income	2014-11-03	Paper
Double-Markov risk model	2014-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q2860469	2013-11-19	Paper
The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy	2012-09-18	Paper

Research outcomes over time

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