Lihong Zhang : Citation Profile


Are you Lihong Zhang?

Tsinghua University

4

H index

2

i10 index

99

Citations

RESEARCH PRODUCTION:

7

Articles

RESEARCH ACTIVITY:

   9 years (2001 - 2010). See details.
   Cites by year: 11
   Journals where Lihong Zhang has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (1.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh474
   Updated: 2018-11-10    RAS profile: 2013-04-25    
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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 Lihong Zhang.

Is cited by:

Siu, Tak Kuen (2)

Gries, Thomas (2)

Zhao, Yonggan (2)

Naudé, Wim (1)

Bayraktar, Erhan (1)

Jarraya, Bilel (1)

Zhou, Ming (1)

Cites to:

Blake, David (4)

Chateauneuf, Alain (4)

Tallon, Jean-Marc (4)

Gilboa, Itzhak (3)

Schmeidler, David (3)

Goovaerts, Marc (2)

Billot, Antoine (2)

Dhaene, Jan (2)

Artzner, Philippe (2)

Jondeau, Eric (1)

Rockinger, Michael (1)

Main data


Where Lihong Zhang has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics6

Recent works citing Lihong Zhang (2018 and 2017)


YearTitle of citing document
2017Optimal excess-of-loss reinsurance and investment problem for an insurer with default risk under a stochastic volatility model. (2017). Yao, Nian ; Yang, Zhiming. In: Papers. RePEc:arx:papers:1704.08234.

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2018Optimal continuous-time ALM for insurers: a martingale approach. (2018). Serrano, Rafael ; Castillo, Camilo. In: Papers. RePEc:arx:papers:1810.08466.

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2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Arik, Aye ; Shi, Tianxiang ; Lin, Yijia ; Morales, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:367-392.

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2018Non-zero-sum stochastic differential reinsurance and investment games with default risk. (2018). Zhu, Huiming ; Deng, Chao ; Zeng, Xudong . In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:1144-1158.

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2017Optimal investment and reinsurance for an insurer under Markov-modulated financial market. (2017). Xu, Lin ; Yao, Dingjun ; Zhang, Liming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:7-19.

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2017A reinsurance and investment game between two insurance companies with the different opinions about some extra information. (2017). Yan, Ming ; Zhang, Shuhua ; Peng, Fanyi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:58-70.

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2018Longevity risk and capital markets: The 2015–16 update. (2018). Blake, David ; MacMinn, Richard ; Loisel, Stephane ; el Karoui, Nicole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173.

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2018Valuation of longevity-linked life annuities. (2018). Bravo, Jorge Miguel ; el Mekkaoui, Najat. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:212-229.

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2017Portfolio selection and risk control for an insurer in the Lévy market under mean–variance criterion. (2017). Zhou, Jieming ; Guo, Junyi ; Yang, Xiangqun . In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:139-149.

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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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2017Optimal Investment and Liability Ratio Policies in a Multidimensional Regime Switching Model. (2017). Zou, Bin ; Cadenillas, Abel . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:6-:d:88506.

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2018An Optimal Investment Strategy for Insurers in Incomplete Markets. (2018). Badaoui, Mohamed ; Swishchuk, Anatoliy ; Fernandez, Begoa . In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:31-:d:139381.

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2017Robust optimal investment and reinsurance problem for a general insurance company under Heston model. (2017). Huang, YA ; Zhou, Jieming ; Yang, Xiangqun . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:2:d:10.1007_s00186-017-0570-8.

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2018Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility. (2018). Sun, Zhongyang ; Guo, Junyi. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:1:d:10.1007_s00186-017-0628-7.

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Works by Lihong Zhang:


YearTitleTypeCited
2001On the distribution of surplus immediately after ruin under interest force In: Insurance: Mathematics and Economics.
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article2
2005Optimal investment for insurer with jump-diffusion risk process In: Insurance: Mathematics and Economics.
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article59
2006Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence In: Insurance: Mathematics and Economics.
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article4
2007Coherent risk measure, equilibrium and equilibrium pricing In: Insurance: Mathematics and Economics.
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article0
2007Optimal investment for an insurer: The martingale approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article27
2010On the robustness of longevity risk pricing In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article5
2001On the distribution of surplus immediately before ruin under interest force In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team