5
H index
2
i10 index
145
Citations
Tsinghua University | 5 H index 2 i10 index 145 Citations RESEARCH PRODUCTION: 7 Articles RESEARCH ACTIVITY: 9 years (2001 - 2010). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzh474 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Insurance: Mathematics and Economics | 6 |
Year | Title of citing document |
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2023 | Optimal Investment in a Dual Risk Model. (2015). Fahim, Arash ; Zhu, Lingjiong. In: Papers. RePEc:arx:papers:1510.04924. Full description at Econpapers || Download paper |
2024 | $\rho$-GNF : A Novel Sensitivity Analysis Approach Under Unobserved Confounders. (2022). Daoud, Adel ; Pena, Jose M ; Balgi, Sourabh. In: Papers. RePEc:arx:papers:2209.07111. Full description at Econpapers || Download paper |
2024 | Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2211.12168. Full description at Econpapers || Download paper |
2023 | A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets. (2023). Lu, Xin ; Luan, Xin ; Zheng, Yanting ; Liu, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004362. Full description at Econpapers || Download paper |
2024 | Robust investment for insurers with correlation ambiguity. (2024). Zhang, Lihong ; Wang, Hao ; Cheng, Bingqian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:247-257. Full description at Econpapers || Download paper |
2023 | Optimal Investment in a Dual Risk Model. (2023). Zhu, Lingjiong ; Fahim, Arash. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:41-:d:1063626. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2001 | On the distribution of surplus immediately after ruin under interest force In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
2005 | Optimal investment for insurer with jump-diffusion risk process In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 89 |
2006 | Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
2007 | Coherent risk measure, equilibrium and equilibrium pricing In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
2007 | Optimal investment for an insurer: The martingale approach In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 33 |
2010 | On the robustness of longevity risk pricing In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
2001 | On the distribution of surplus immediately before ruin under interest force In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team