5
H index
2
i10 index
149
Citations
Lihong Zhang : Citation Profile
Tsinghua University | RESEARCH PRODUCTION: 7 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2001 - 2010). 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:
| Cites to:
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Main data
Where Lihong Zhang has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 6 |
Recent works citing Lihong Zhang (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | $\rho$-GNF: A Copula-based Sensitivity Analysis to Unobserved Confounding Using Normalizing Flows. (2024). Balgi, Sourabh ; Pena, Jose M ; Daoud, Adel. In: Papers. RePEc:arx:papers:2209.07111. Full description at Econpapers || Download paper |
| 2024 | Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model. (2024). Liang, Zongxia ; Pang, Shunzhi. In: Papers. RePEc:arx:papers:2211.12168. Full description at Econpapers || Download paper |
| 2025 | Dynamic Investment-Driven Insurance Pricing and Optimal Regulation. (2025). Pang, Shunzhi ; Liang, Zongxia ; Chen, Bingzheng. In: Papers. RePEc:arx:papers:2410.18432. Full description at Econpapers || Download paper |
| 2024 | Non-zero-sum investment-reinsurance game with delay and ambiguity aversion. (2024). He, Yong ; Luouyang, Xueqi ; Li, Sheng ; Chen, Haiyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000858. Full description at Econpapers || Download paper |
| 2024 | Invariant correlation under marginal transforms. (2024). Wang, Ruodu ; Lin, Liyuan ; Koike, Takaaki. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x2400068x. 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 |
| 2024 | Optimal Reinsurance and Derivative-Based Investment Decisions for Insurers with Mean-Variance Preference. (2024). Zhu, Huainian ; Zhou, Haiying. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:13:p:2047-:d:1426339. Full description at Econpapers || Download paper |
| 2024 | Expected Power Utility Maximization of Insurers. (2024). Yasuda, Kazuhiro ; Hata, Hiroaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09425-8. Full description at Econpapers || Download paper |
| 2024 | Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle. (2024). Zhang, Caibin ; Wang, Kexin ; Yuan, YU. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:1:d:10.1007_s10479-024-05844-6. Full description at Econpapers || Download paper |
| 2024 | Optimal Investment-reinsurance Strategies for an Insurer with Options Trading Under Model Ambiguity. (2024). Liu, Bing ; Yin, Weijun ; Chen, Cuixia ; Qian, Tong. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10110-0. Full description at Econpapers || Download paper |
Works by Lihong Zhang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 92 |
| 2006 | Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 8 |
| 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, 20 2025. Contact: CitEc Team