Award

11771079

Funder: National Natural Science Foundation of China

Funded outputs count: 8

Funder award ID: 11771079

OpenAlex ID: G6687928131

Optimal reinsurance–investment with prevention under common-shock dependence

2026 · Rong Hu, Xin Zhang · Electronic Research Archive

Linear quadratic leader–follower stochastic differential games for mean-field switching diffusions

2023 · Siyu Lv, Jie Xiong, et al. · Automatica · 24

Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model

2022 · Fan Wu, Xin Zhang, et al. · Mathematical Control and Related Fields · 8

Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system

2021 · Xin Zhang, Xun Li, et al. · ESAIM Control Optimisation and Calculus of Variations · 21

Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure

2020 · Caibin Zhang, Zhibin Liang · Stochastic Analysis and Applications · 9

Optimal Investment‐Reinsurance Policy with Stochastic Interest and Inflation Rates

2019 · Xin Zhang, Xiaoxiao Zheng · Mathematical Problems in Engineering · 6

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 · 62

Bond and option pricing for interest rate model with clustering effects

2017 · Xin Zhang, Jie Xiong, et al. · Quantitative Finance · 6