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Zhongyang Sun
Observed name:
Sun, Zhongyang
Institution:
Qufu Normal University
Observed institutions:
Northeastern University,
Sun Yat-sen University,
Huaibei Normal University,
Qufu Normal University,
Nankai University,
Merchants Chongqing Communications Research and Design Institute,
Tsinghua University
show all 7
ORCID:
0000-0003-4410-3346
Observed ORCID:
0000-0003-4410-3346
OpenAlex ID:
A5029675138
Fully automated macular pathology detection in retina optical coherence tomography images using sparse coding and dictionary learning
2017
·
Yankui Sun
, Shan Li
, et al.
·
Journal of Biomedical Optics
·
92
PDF
Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
2015
·
Xiaoxiao Zheng
, Jieming Zhou
, et al.
·
Insurance Mathematics and Economics
·
80
Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk
2016
·
Zhongyang Sun
, Xiaoxiao Zheng
, et al.
·
Journal of Mathematical Analysis and Applications
·
65
PDF
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type
2018
·
Xin Zhang
, Zhongyang Sun
, et al.
·
SIAM Journal on Control and Optimization
·
61
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option
2019
·
Zhongyang Sun
, Xin Zhang
, et al.
·
Scandinavian Actuarial Journal
·
42
Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility
2018
·
Zhongyang Sun
, Junyi Guo
·
Mathematical Methods of Operations Research
·
36
Equilibrium for a Time-Inconsistent Stochastic Linear–Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem
2019
·
Zhongyang Sun
, Xianping Guo
·
Journal of Optimization Theory and Applications
·
23
Composition Optimization and Damping Performance Evaluation of Porous Asphalt Mixture Containing Recycled Crumb Rubber
2022
·
Enmao Quan
, Hongke Xu
, et al.
·
Sustainability
·
21
PDF
A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling
2019
·
Zhongyang Sun
, Kam Chuen Yuen
, et al.
·
Journal of Computational and Applied Mathematics
·
20
PDF
Automatic detection of retinal regions using fully convolutional networks for diagnosis of abnormal maculae in optical coherence tomography images
2019
·
Zhongyang Sun
, Yankui Sun
·
Journal of Biomedical Optics
·
19
PDF
Optimal mean-variance reinsurance in a financial market with stochastic rate of return
2020
·
Yingxu Tian
, Junyi Guo
, et al.
·
Journal of Industrial and Management Optimization
·
14
A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications
2017
·
Zhongyang Sun
, Isabelle Kemajou-Brown
, et al.
·
ESAIM Control Optimisation and Calculus of Variations
·
13
PDF
Maximum Principle for Markov Regime-Switching Forward–Backward Stochastic Control System with Jumps and Relation to Dynamic Programming
2017
·
Zhongyang Sun
, Junyi Guo
, et al.
·
Journal of Optimization Theory and Applications
·
13
A BSDE approach for bond pricing under interest rate models with self-exciting jumps
2019
·
Zhongyang Sun
, Xin Zhang
, et al.
·
Communication in Statistics- Theory and Methods
·
10
Mean-Variance Asset-Liability Management in a Non-Markovian Regime-Switching Jump-Diffusion Market with Random Horizon
2021
·
Zhongyang Sun
·
Applied Mathematics & Optimization
·
7
The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system
2018
·
Zhongyang Sun
, Olivier Menoukeu-Pamen
·
Stochastic Analysis and Applications
·
7
A stochastic maximum principle for processes driven by G‐Brownian motion and applications to finance
2017
·
Zhongyang Sun
, Xin Zhang
, et al.
·
Optimal Control Applications and Methods
·
7
Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process
2021
·
Yingxu Tian
, Zhongyang Sun
, et al.
·
Methodology And Computing In Applied Probability
·
6
Upper bounds for ruin probabilities under model uncertainty
2018
·
Zhongyang Sun
·
Communication in Statistics- Theory and Methods
·
6
Maximum principle for forward–backward stochastic control system under G -expectation and relation to dynamic programming
2015
·
Zhongyang Sun
·
Journal of Computational and Applied Mathematics
·
5
Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints
2020
·
Hui Sun
, Zhongyang Sun
, et al.
·
AIMS Mathematics
·
4
An augmented reality method with image composition and image special effects
2015
·
Qike Zhao
, Yankui Sun
, et al.
·
International Congress on Image and Signal Processing (CISP)
·
4
Mean-Variance Portfolio Selection in a Jump-Diffusion Financial Market with Common Shock Dependence
2018
·
Yingxu Tian
, Zhongyang Sun
·
Journal of risk and financial management
·
3
Numerical solutions of the nonlinear Fisher’s equation using a one-level meshless method
2025
·
Yingzi Jiang
, Fuzhang Wang
, et al.
·
Frontiers in Physics
·
2
PDF
Mean-variance investment and risk control strategies for a dynamic contagion process with diffusion
2024
·
Xiuxian Chen
, Zhongyang Sun
, et al.
·
AIMS Mathematics
·
1
PDF
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Works count:
33
Citation count:
564
H-index:
13
I10-index:
14
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