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Zhuo Jin
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2020 – today
- 2024
- [j21]Zhuo Jin, Zuo Quan Xu
, Bin Zou
Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles. SIAM J. Control. Optim. 62(3): 1390-1416 (2024) - [c2]Yu Zhang, Zhuo Jin, Jiaqin Wei:
A hybrid deep learning method for controlled stochastic Kolmogorov systems with regime-switching. CoDIT 2024: 970-975 - [c1]Shaoxuan Wu, Xiao Zhang, Bin Wang, Zhuo Jin, Hansheng Li, Jun Feng:
Gaze-Directed Vision GNN for Mitigating Shortcut Learning in Medical Image. MICCAI (1) 2024: 514-524 - [i1]Shaoxuan Wu, Xiao Zhang, Bin Wang, Zhuo Jin, Hansheng Li, Jun Feng:
Gaze-directed Vision GNN for Mitigating Shortcut Learning in Medical Image. CoRR abs/2406.14050 (2024) - 2023
- [j20]Shuqian Ge, Zhuo Jin:
Research on the Application of Digital Design of Jinzuo Furniture Cultural Tourism Display Platform Based on Intangible Cultural Heritage. Int. J. Commun. Networks Inf. Secur. 15(2): 1-12 (2023) - 2022
- [j19]Yu Zhang, Zhuo Jin
Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model. Autom. 146: 110629 (2022) - [j18]Ming Qiu, Zhuo Jin
Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk. SIAM J. Control. Optim. 60(3): 1269-1293 (2022) - 2021
- [j17]Jiannan Zhang
On a class of non-zero-sum stochastic differential dividend games with regime switching. Appl. Math. Comput. 397: 125956 (2021) - [j16]Guo Liu
Household Lifetime Strategies under a Self-Contagious Market. Eur. J. Oper. Res. 288(3): 935-952 (2021) - [j15]Ning Wang
Reinsurance-investment game between two mean-variance insurers under model uncertainty. J. Comput. Appl. Math. 382: 113095 (2021) - 2020
- [j14]Zhuo Jin
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. Eur. J. Oper. Res. 280(3): 1130-1143 (2020) - [j13]Jiannan Zhang
Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. J. Comput. Appl. Math. 380: 112951 (2020)
2010 – 2019
- 2019
- [j12]Tianxiao Wang, Zhuo Jin
Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions. SIAM J. Control. Optim. 57(5): 3249-3271 (2019) - 2018
- [j11]Nan Zhang
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. J. Comput. Appl. Math. 342: 337-351 (2018) - 2016
- [j10]Zhuo Jin
Pricing dynamic fund protections with regime switching. J. Comput. Appl. Math. 297: 13-25 (2016) - 2015
- [j9]Zhuo Jin
Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management. Comput. Methods Appl. Math. 15(3): 331-351 (2015) - [j8]Zhuo Jin
Optimal Debt Ratio and Consumption Strategies in Financial Crisis. J. Optim. Theory Appl. 166(3): 1029-1050 (2015) - 2014
- [j7]Xiaofeng Zong
Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems. SIAM J. Control. Optim. 52(4): 2595-2622 (2014) - 2013
- [j6]Zhuo Jin
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Autom. 49(8): 2317-2329 (2013) - [j5]Zhuo Jin
Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls. J. Optim. Theory Appl. 159(1): 246-271 (2013) - 2012
- [j4]Zhuo Jin
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Autom. 48(8): 1489-1501 (2012) - 2011
- [j3]Zhuo Jin
A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models. Int. J. Comput. Math. 88(6): 1256-1282 (2011) - [j2]Zhuo Jin
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. J. Comput. Appl. Math. 235(8): 2842-2860 (2011)
2000 – 2009
- 2009
- [j1]Gang George Yin, Hanqing Jin, Zhuo Jin
Numerical methods for portfolio selection with bounded constraints. J. Comput. Appl. Math. 233(2): 564-581 (2009)
Coauthor Index
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