Xin Zhang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps	2024-01-19	Paper
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System	2023-05-04	Paper
A BSDE approach for bond pricing under interest rate models with self-exciting jumps	2022-05-23	Paper
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system	2021-09-23	Paper
Optimal reinsurance-investment and dividends problem with fixed transaction costs	2021-06-09	Paper
Optimal investment problem with delay under partial information	2020-08-28	Paper
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option	2020-04-07	Paper
Optimal investment-reinsurance policy with stochastic interest and inflation rates	2020-02-20	Paper
Robust optimal investment and reinsurance of an insurer under jump-diffusion models	2019-10-15	Paper
Bond and option pricing for interest rate model with clustering effects	2018-11-14	Paper
Mean-variance portfolio selection under a constant elasticity of variance model	2018-09-28	Paper
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type	2018-07-18	Paper
Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming	2018-04-13	Paper
A stochastic maximum principle for processes driven by G‐Brownian motion and applications to finance	2018-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q5276347	2017-07-14	Paper
On optimal proportional reinsurance and investment in a hidden Markov financial market	2017-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q3179808	2017-01-06	Paper
Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk	2016-10-31	Paper
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling	2016-05-12	Paper
A Bayesian approach for optimal reinsurance and investment in a diffusion model	2013-12-04	Paper
On optimal proportional reinsurance and investment in a Markovian regime-switching economy	2013-03-14	Paper
Optimization of risk policy and dividends with fixed transaction costs under interest rate	2012-11-07	Paper
https://portal.mardi4nfdi.de/entity/Q2916211	2012-10-05	Paper
Markovian regime-switching market completion using additional Markov jump assets	2012-09-13	Paper
A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance	2012-08-10	Paper
Optimal investment and reinsurance of an insurer with model uncertainty	2012-02-10	Paper
Ruin probabilities for a risk model with two classes of claims	2010-11-17	Paper
Portfolio Selection in the Enlarged Markovian Regime-Switching Market	2010-10-20	Paper
Optimal Risk Control for The Excess of Loss Reinsurance Policies	2010-06-21	Paper
Total duration of negative surplus for the dual model	2010-04-22	Paper
On a risk model with dependence between claim sizes and claim intervals	2008-09-29	Paper
On the ruin problem in a Markov-modulated risk model	2008-06-25	Paper
Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting	2007-12-16	Paper

Research outcomes over time

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