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Zhongyang Sun · Study

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Zhongyang Sun

7 works· latest 2019· 3 institutionscluster: provisionalORCID 0000-0003-4410-3346

h-index7

i107

Citations327

Works here7

15

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19

Most cited in this library

Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model2015 · 80 citations
Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk2016 · 65 citations
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type2018 · 61 citations
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option2019 · 42 citations
Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility2018 · 36 citations

Works

7 shown

Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option

Scandinavian Actuarial Journal·2019·3 authors

42citations

A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling

Journal of Computational and Applied Mathematics·2019·3 authors·Open access

20citations

Equilibrium for a Time-Inconsistent Stochastic Linear–Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem

Journal of Optimization Theory and Applications·2019·2 authors

23citations

Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility

Mathematical Methods of Operations Research·2018·2 authors

36citations

A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type

SIAM Journal on Control and Optimization·2018·3 authors

61citations

Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk

Journal of Mathematical Analysis and Applications·2016·3 authors·Open access

65citations

Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model

Insurance Mathematics and Economics·2015·3 authors

80citations