Ming Zhou : Citation Profile


Are you Ming Zhou?

Central University of Finance and Economics (CUFE)

3

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   10 years (2006 - 2016). See details.
   Cites by year: 3
   Journals where Ming Zhou has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 4 (10.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzh319
   Updated: 2019-10-06    RAS profile: 2017-04-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ming Zhou.

Is cited by:

Li, Shuanming (1)

Siu, Tak Kuen (1)

Cites to:

Centeno, Maria de Lourdes (5)

Siu, Tak Kuen (4)

He, Lin (2)

Li, Shuanming (1)

Chi, Yichun (1)

villeneuve, stephane (1)

Zhang, Lihong (1)

Meng, Hui (1)

Main data


Where Ming Zhou has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics3
Statistics & Probability Letters3
Economic Modelling2

Recent works citing Ming Zhou (2018 and 2017)


YearTitle of citing document
2017Ruin under stochastic dependence between premium and claim arrivals. (2017). Vidmar, Matija. In: Papers. RePEc:arx:papers:1602.04580.

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2017A note on optimal expected utility of dividend payments with proportional reinsurance. (2017). Liang, Xiaoqing ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1605.06849.

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2017Optimality of Excess-Loss Reinsurance under a Mean-Variance Criterion. (2017). Li, Dongchen ; Young, Virginia R. In: Papers. RePEc:arx:papers:1703.01984.

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2018Optimal proportional reinsurance and investment for stochastic factor models. (2018). Brachetta, Matteo ; Ceci, Claudia. In: Papers. RePEc:arx:papers:1806.01223.

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2018A unifying approach to constrained and unconstrained optimal reinsurance. (2018). Huang, Yuxia ; Yin, Chuancun. In: Papers. RePEc:arx:papers:1807.06892.

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2019Optimal dividends and capital injection under dividend restrictions. (2019). Lindskog, Filip ; Lindensjo, Kristoffer. In: Papers. RePEc:arx:papers:1902.06294.

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2019On the time to ruin for a dependent delayed capital injection risk model. (2019). Papaioannou, Apostolos D ; Ramsden, Lewis. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:352:y:2019:i:c:p:119-135.

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2017A state dependent reinsurance model. (2017). Boxma, Onno ; Yosef, Rami ; Perry, David ; Frostig, Esther. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:170-181.

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2017Contagion modeling between the financial and insurance markets with time changed processes. (2017). Hainaut, Donatien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:63-77.

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2017Optimality of excess-loss reinsurance under a mean–variance criterion. (2017). Li, Danping ; Young, Virginia R. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:82-89.

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2018Ruin probability via Quantum Mechanics Approach. (2018). Tamturk, Muhsin ; Utev, Sergey. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:69-74.

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2019Optimal investment–reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. (2019). Cai, Jun ; Bi, Junna. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:1-14.

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2019Dynamic risk-sharing game and reinsurance contract design. (2019). Weng, Chengguo ; Liu, Yanchu ; Chen, Shumin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:216-231.

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2018Mean-Variance Portfolio Selection in a Jump-Diffusion Financial Market with Common Shock Dependence. (2018). Tian, Yingxu ; Sun, Zhongyang. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:25-:d:146562.

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Works by Ming Zhou:


YearTitleTypeCited
2015Portfolio Selection by Minimizing the Present Value of Capital Injection Costs In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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article2
2012Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle In: Economic Modelling.
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article13
2016Optimal reinsurance policies with two reinsurers in continuous time In: Economic Modelling.
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article0
2009A perturbed risk model with dependence between premium rates and claim sizes In: Insurance: Mathematics and Economics.
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article1
2013Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting In: Insurance: Mathematics and Economics.
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article6
2015Optimal proportional reinsurance with common shock dependence In: Insurance: Mathematics and Economics.
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article5
2015Optimal reinsurance with both proportional and fixed costs In: Statistics & Probability Letters.
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article1
2006The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate In: Statistics & Probability Letters.
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article2
2008On a risk model with debit interest and dividend payments In: Statistics & Probability Letters.
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article3
2014Optimal dividend strategy with transaction costs for an upward jump model In: Quantitative Finance.
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article0

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