Lihong Zhang : Citation Profile

Tsinghua University

5

H index

2

i10 index

149

Citations

RESEARCH PRODUCTION:

7

Articles

RESEARCH ACTIVITY:

   9 years (2001 - 2010). See details.
   Cites by year: 16
   Journals where Lihong Zhang has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (1.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh474
   Updated: 2026-02-07    RAS profile: 2023-03-16    
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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 (3)

Blake, David (3)

Serrano, Rafael (3)

Siu, Tak Kuen (2)

Jarraya, Bilel (2)

Delong, Łukasz (2)

Zhao, Yonggan (2)

Parra-Alvarez, Juan (2)

Christensen, Bent Jesper (2)

Delong, Łukasz (2)

Naudé, Wim (2)

Cites to:

Tallon, Jean-Marc (8)

Chateauneuf, Alain (8)

Gilboa, Itzhak (7)

Billot, Antoine (5)

Blake, David (4)

Dhaene, Jan (2)

Artzner, Philippe (2)

Webb, Anthony (1)

Jondeau, Eric (1)

Werner, Jan (1)

Pelsser, Antoon (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 (2025 and 2024)

YearTitle 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.

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2024Continuous-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

2025Dynamic Investment-Driven Insurance Pricing and Optimal Regulation. (2025). Pang, Shunzhi ; Liang, Zongxia ; Chen, Bingzheng. In: Papers. RePEc:arx:papers:2410.18432.

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2024Non-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.

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2024Invariant 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.

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2024Robust 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.

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2024Optimal 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.

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2024Expected 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.

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2024Stochastic 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.

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2024Optimal 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.

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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.
[Full Text][Citation analysis]		article4
2005Optimal investment for insurer with jump-diffusion risk process In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article92
2006Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article8
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]		article33
2010On the robustness of longevity risk pricing In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article6
2001On the distribution of surplus immediately before ruin under interest force In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team