5
H index
3
i10 index
101
Citations
Central University of Finance and Economics (CUFE) | 5 H index 3 i10 index 101 Citations RESEARCH PRODUCTION: 13 Articles RESEARCH ACTIVITY: 13 years (2006 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzh319 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Insurance: Mathematics and Economics | 4 |
Statistics & Probability Letters | 3 |
Economic Modelling | 2 |
Year | Title of citing document |
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2023 | The optimal reinsurance strategy with price-competition between two reinsurers. (2023). Abd, Jingzhen Liu ; Liu, Fangda ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2305.00509. Full description at Econpapers || Download paper |
2024 | A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition. (2024). Zou, Bin ; Xia, YI ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2405.06235. Full description at Econpapers || Download paper |
2023 | Reinsurance games with two reinsurers: Tree versus chain. (2023). Zou, Bin ; Young, Virginia R ; Li, Dongchen ; Cao, Jingyi. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:928-941. Full description at Econpapers || Download paper |
2023 | Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. (2023). Yuen, Kam Chuen ; Liang, Zhibin ; Han, Xia ; Yuan, YU. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:581-595. Full description at Econpapers || Download paper |
2023 | The Gerber-Shiu discounted penalty function: A review from practical perspectives. (2023). Yamazaki, Kazutoshi ; Shimizu, Yasutaka ; Kawai, Reiichiro ; He, Yue. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:1-28. Full description at Econpapers || Download paper |
2023 | Multiple per-claim reinsurance based on maximizing the Lundberg exponent. (2023). Zhou, Ming ; Wei, LI ; Meng, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:33-47. Full description at Econpapers || Download paper |
2024 | Optimal payout strategies when Bruno de Finetti meets model uncertainty. (2024). Siu, Tak Kuen ; Zhu, Jinxia ; Feng, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:148-164. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Removal models accounting for temporary emigration In: Biometrics. [Full Text][Citation analysis] | article | 2 |
2015 | PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 4 |
2012 | Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle In: Economic Modelling. [Full Text][Citation analysis] | article | 23 |
2016 | Optimal reinsurance policies with two reinsurers in continuous time In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2009 | A perturbed risk model with dependence between premium rates and claim sizes In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
2013 | Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 19 |
2015 | Optimal proportional reinsurance with common shock dependence In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 19 |
2018 | An approximation method for risk aggregations and capital allocation rules based on additive risk factor models In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
2015 | Optimal reinsurance with both proportional and fixed costs In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 7 |
2006 | The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 5 |
2008 | On a risk model with debit interest and dividend payments In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
2014 | Optimal dividend strategy with transaction costs for an upward jump model In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Optimal Reinsurance Design: A Mean-Variance Approach In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 4 |
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