Jinxia Zhu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal reinsurance under a new design: two layers and multiple reinsurers	2024-08-14	Paper
Optimal payout strategies when Bruno de Finetti meets model uncertainty	2024-05-24	Paper
“Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006	2021-12-22	Paper
Optimal risk exposure and dividend payout policies under model uncertainty	2021-10-19	Paper
Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching	2021-01-21	Paper
Liquidation risk in insurance under contemporary regulatory frameworks	2020-08-03	Paper
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences	2020-05-26	Paper
A martingale approach for asset allocation with derivative security and hidden economic risk	2019-10-07	Paper
Errata for ‘Optimal dividend control for a generalized risk model with investment incomes and debit interest’ online version	2018-07-11	Paper
Dividend optimization for general diffusions with restricted dividend payment rates	2018-07-11	Paper
OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES	2018-06-04	Paper
Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy	2016-12-13	Paper
Optimal financing and dividend distribution in a general diffusion model with regime switching	2016-07-27	Paper
Dividend optimization for regime-switching general diffusions	2015-01-28	Paper
Ruin Probabilities of a Dual Markov-Modulated Risk Model	2014-07-30	Paper
Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest	2014-07-16	Paper
DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES	2014-06-11	Paper
Optimal dividend control for a generalized risk model with investment incomes and debit interest	2013-12-17	Paper
Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment	2012-06-08	Paper
On differentiability of ruin functions under Markov-modulated models	2009-05-06	Paper
Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest	2008-11-13	Paper
Upper Bounds for the Ruin Probabilities of the Entrance-Based Risk Model	2008-10-28	Paper
Ruin theory for a Markov regime-switching model under a threshold dividend strategy	2008-08-22	Paper
Study of a risk model based on the entrance process	2005-05-12	Paper
Value Maximization under Stochastic Quasi-Hyperbolic Discounting	N/A	Paper

Research outcomes over time

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