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Zhuo Jin
ORCID
Publication Activity (10 Years)
Years Active: 2009-2022
Publications (10 Years): 12
Top Topics
Portfolio Selection
Conditional Expectation
Investment Strategies
Futures Market
Top Venues
J. Comput. Appl. Math.
SIAM J. Control. Optim.
J. Optim. Theory Appl.
Autom.
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Publications
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Ming Qiu
,
Zhuo Jin
,
Shuanming Li
Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk.
SIAM J. Control. Optim.
60 (3) (2022)
Yu Zhang
,
Zhuo Jin
,
Jiaqin Wei
,
George Yin
Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model.
Autom.
146 (2022)
Ning Wang
,
Nan Zhang
,
Zhuo Jin
,
Linyi Qian
Reinsurance-investment game between two mean-variance insurers under model uncertainty.
J. Comput. Appl. Math.
382 (2021)
Jiannan Zhang
,
Ping Chen
,
Zhuo Jin
,
Shuanming Li
On a class of non-zero-sum stochastic differential dividend games with regime switching.
Appl. Math. Comput.
397 (2021)
Guo Liu
,
Zhuo Jin
,
Shuanming Li
Household Lifetime Strategies under a Self-Contagious Market.
Eur. J. Oper. Res.
288 (3) (2021)
Zhuo Jin
,
Guo Liu
,
Hailiang Yang
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models.
Eur. J. Oper. Res.
280 (3) (2020)
Jiannan Zhang
,
Ping Chen
,
Zhuo Jin
,
Shuanming Li
Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio.
J. Comput. Appl. Math.
380 (2020)
Tianxiao Wang
,
Zhuo Jin
,
Jiaqin Wei
Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions.
SIAM J. Control. Optim.
57 (5) (2019)
Nan Zhang
,
Zhuo Jin
,
Linyi Qian
,
Rongming Wang
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer.
J. Comput. Appl. Math.
342 (2018)
Zhuo Jin
,
Linyi Qian
,
Wei Wang
,
Rongming Wang
Pricing dynamic fund protections with regime switching.
J. Comput. Appl. Math.
297 (2016)
Zhuo Jin
,
Rebecca Stockbridge
,
Gang George Yin
Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management.
Comput. Methods Appl. Math.
15 (3) (2015)
Zhuo Jin
Optimal Debt Ratio and Consumption Strategies in Financial Crisis.
J. Optim. Theory Appl.
166 (3) (2015)
Xiaofeng Zong
,
Fuke Wu
,
Gang George Yin
,
Zhuo Jin
Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems.
SIAM J. Control. Optim.
52 (4) (2014)
Zhuo Jin
,
Hailiang Yang
,
Gang George Yin
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections.
Autom.
49 (8) (2013)
Zhuo Jin
,
Gang George Yin
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) (2013)
Zhuo Jin
,
Gang George Yin
,
Chao Zhu
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation.
Autom.
48 (8) (2012)
Zhuo Jin
,
Yumin Wang
,
Gang George Yin
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation.
J. Comput. Appl. Math.
235 (8) (2011)
Zhuo Jin
,
Gang George Yin
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) (2011)
Gang George Yin
,
Hanqing Jin
,
Zhuo Jin
Numerical methods for portfolio selection with bounded constraints.
J. Comput. Appl. Math.
233 (2) (2009)