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Zhibin Liang · Study

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Zhibin Liang

14 works· latest 2023· 1 institutionscluster: provisionalORCID 0000-0002-3152-8081

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i1014

Citations821

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Most cited in this library

Optimal dynamic reinsurance with dependent risks: variance premium principle2014 · 126 citations
Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process2011 · 104 citations
Optimal reinsurance and investment with unobservable claim size and intensity2014 · 92 citations
Optimal proportional reinsurance with common shock dependence2015 · 71 citations
Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model2011 · 59 citations

Works

14 shown

Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework

European Journal of Operational Research·2023·4 authors

31citations

Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game

Scandinavian Actuarial Journal·2021·3 authors

59citations

Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence

Insurance Mathematics and Economics·2016·3 authors

50citations

Optimal mean–variance reinsurance and investment in a jump-diffusion financial market with common shock dependence

Mathematical Methods of Operations Research·2016·4 authors

54citations

Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion

Optimal Control Applications and Methods·2016·2 authors

29citations

Optimal proportional reinsurance with common shock dependence

Insurance Mathematics and Economics·2015·3 authors·Open access

71citations

Optimal dynamic reinsurance with dependent risks: variance premium principle

Scandinavian Actuarial Journal·2014·2 authors

126citations

Optimal reinsurance and investment with unobservable claim size and intensity

Insurance Mathematics and Economics·2014·2 authors

92citations

Dividends and reinsurance under a penalty for ruin

Insurance Mathematics and Economics·2012·2 authors

39citations

Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model

Applied Stochastic Models in Business and Industry·2011·3 authors

59citations

Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process

Insurance Mathematics and Economics·2011·3 authors

104citations

Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility

Journal of Applied Mathematics and Computing·2010·2 authors·chapter

31citations

Upper bound for ruin probabilities under optimal investment and proportional reinsurance

Applied Stochastic Models in Business and Industry·2007·2 authors·Open access

38citations

Optimal Proportional Reinsurance and Ruin Probability

Stochastic Models·2007·2 authors

38citations