Zhibin Liang

Available identifiers

zbMath Open liang.zhibin.1MaRDI QIDQ328527

List of research outcomes

Publication	Date of Publication	Type
Constrained mean-variance portfolio optimization for jump-diffusion process under partial information	2023-11-23	Paper
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework	2023-09-15	Paper
Robust optimal reinsurance in minimizing the penalized expected time to reach a goal	2022-10-21	Paper
Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion	2022-10-18	Paper
Optimal per-loss reinsurance and investment to minimize the probability of drawdown	2022-09-23	Paper
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game	2022-06-13	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
Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs	2022-02-16	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
Minimizing the probability of absolute ruin under the mean‐variance premium principle	2021-10-28	Paper
Minimizing the probability of absolute ruin under ambiguity aversion	2021-10-19	Paper
Optimal reinsurance and investment in danger‐zone and safe‐region	2021-06-22	Paper
Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure	2021-04-27	Paper
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle	2020-12-16	Paper
Optimal per-loss reinsurance and investment to minimize the probability of drawdown	2020-10-23	Paper
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin	2020-08-03	Paper
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market	2019-09-19	Paper
Optimal dividends with an affine penalty	2019-08-14	Paper
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure	2018-12-14	Paper
Optimal reinsurance in a compound Poisson risk model with dependence	2018-09-25	Paper
Optimal dynamic reinsurance with dependent risks: variance premium principle	2018-07-11	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 investment and reinsurance problems for the risk model with common shock dependence	2016-12-13	Paper
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence	2016-10-20	Paper
https://portal.mardi4nfdi.de/entity/Q2990632	2016-08-10	Paper
Optimal proportional reinsurance with common shock dependence	2015-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q5498228	2015-02-11	Paper
Optimal reinsurance and investment with unobservable claim size and intensity	2014-09-22	Paper
Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model	2014-05-06	Paper
Optimal investment and proportional reinsurance in the Sparre Andersen model	2013-08-05	Paper
Dividends and reinsurance under a penalty for ruin	2012-05-11	Paper
Optimal investment and proportional reinsurance with constrained control variables	2011-11-17	Paper
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process	2011-08-02	Paper
https://portal.mardi4nfdi.de/entity/Q3014182	2011-07-19	Paper
Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility	2011-06-22	Paper
OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK	2011-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q3571713	2010-07-08	Paper
Upper bound for ruin probabilities under optimal investment and proportional reinsurance	2010-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q5319600	2009-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q5435890	2008-01-14	Paper
Optimal Proportional Reinsurance and Ruin Probability	2007-10-31	Paper
https://portal.mardi4nfdi.de/entity/Q5483066	2006-08-16	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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