Caibin Zhang

Available identifiers

zbMath Open zhang.caibinMaRDI QIDQ328529

List of research outcomes

Publication	Date of Publication	Type
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle	2024-09-20	Paper
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process	2024-09-16	Paper
Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure	2024-06-13	Paper
Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle	2024-05-30	Paper
Constrained mean-variance portfolio optimization for jump-diffusion process under partial information	2023-11-23	Paper
Optimal per-loss reinsurance and investment to minimize the probability of drawdown	2022-09-23	Paper
Optimal mean-variance reinsurance with delay and multiple\\ classes of dependent risks	2022-03-21	Paper
Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock	2022-03-21	Paper
Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach	2022-02-16	Paper
OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS	2021-11-11	Paper
Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure	2021-04-27	Paper
Optimal per-loss reinsurance and investment to minimize the probability of drawdown	2020-10-23	Paper
Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence	2018-04-13	Paper
OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE	2017-10-17	Paper
Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion	2017-05-26	Paper
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence	2016-10-20	Paper

Research outcomes over time

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