Lihong Zhang : Citation Profile

Tsinghua University

5

H index

2

i10 index

155

Citations

RESEARCH PRODUCTION:

7

Articles

RESEARCH ACTIVITY:

   9 years (2001 - 2010). See details.
   Cites by year: 17
   Journals where Lihong Zhang has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 2 (1.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh474
   Updated: 2026-07-11    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:

Blake, David (3)

Serrano, Rafael (3)

Gries, Thomas (3)

Naudé, Wim (2)

Siu, Tak Kuen (2)

Zhao, Yonggan (2)

Christensen, Bent Jesper (2)

Parra-Alvarez, Juan (2)

Jarraya, Bilel (2)

Delong, Łukasz (2)

Delong, Łukasz (2)

Cites to:

Chateauneuf, Alain (8)

Tallon, Jean-Marc (8)

Gilboa, Itzhak (7)

Billot, Antoine (5)

Blake, David (4)

Artzner, Philippe (2)

Dhaene, Jan (2)

Dana, Rose-Anne (1)

Singleton, Kenneth (1)

Milevsky, Moshe (1)

Duffie, Darrell (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.

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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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2026Robust Investment-Driven Insurance Pricing under Correlation Ambiguity. (2026). Pang, Shunzhi. In: Papers. RePEc:arx:papers:2603.18969.

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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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2025Dynamic investment-driven insurance pricing and optimal regulation. (2025). Liang, Zongxia ; Pang, Shunzhi ; Chen, Bingzheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001076.

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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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2026Equilibrium reinsurance and investment strategies for insurers with random risk aversion under Heston’s SV model. (2026). Gou, Zhun ; Huang, Nan-Jing ; Kang, Jian-Hao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:242:y:2026:i:c:p:343-365.

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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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2024Optimal Impact Portfolios with General Dependence and Marginals. (2024). Zhang, Ruixun ; Wu, Lan ; Zhao, Chaoyi ; Lo, Andrew W. In: Operations Research. RePEc:inm:oropre:v:72:y:2024:i:5:p:1775-1789.

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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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2025Alpha-robust investment-reinsurance strategy for a mean-variance insurer under a defaultable market. (2025). Luoyang, Xueqi ; Zhang, Min ; He, Lin. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:3:d:10.1007_s11579-025-00392-4.

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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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2025Stochastic Non‐Zero Differential Game Between Two Insurers Under CEV (E‐CEV) Model. (2025). Mwigilwa, Winfrida Felix. In: Journal of Mathematics. RePEc:wly:jjmath:v:2025:y:2025:i:1:n:6936093.

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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]		article97
2006Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article9
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 July, 10 2026. Contact: CitEc Team