Lihong Zhang : Citation Profile


Are you Lihong Zhang?

Tsinghua University

4

H index

2

i10 index

96

Citations

RESEARCH PRODUCTION:

7

Articles

RESEARCH ACTIVITY:

   9 years (2001 - 2010). See details.
   Cites by year: 10
   Journals where Lihong Zhang has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 2 (2.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh474
   Updated: 2018-07-21    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:

Gries, Thomas (2)

Siu, Tak Kuen (2)

Zhao, Yonggan (2)

Naudé, Wim (1)

Zhou, Ming (1)

Bayraktar, Erhan (1)

Jarraya, Bilel (1)

Cites to:

Blake, David (4)

Tallon, Jean-Marc (4)

Chateauneuf, Alain (4)

Gilboa, Itzhak (3)

Schmeidler, David (3)

Billot, Antoine (2)

Goovaerts, Marc (2)

Dhaene, Jan (2)

Artzner, Philippe (2)

Dana, Rose-Anne (1)

Hanewald, Katja (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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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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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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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.
[Full Text][Citation analysis]
article58
2006Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article4
2007Coherent risk measure, equilibrium and equilibrium pricing In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article0
2007Optimal investment for an insurer: The martingale approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article25
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

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