BibTeX records: Zhuo Jin

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@article{DBLP:journals/automatica/ZhangJWY22,
  author       = {Yu Zhang and
                  Zhuo Jin and
                  Jiaqin Wei and
                  George Yin},
  title        = {Mean-variance portfolio selection with dynamic attention behavior
                  in a hidden Markov model},
  journal      = {Autom.},
  volume       = {146},
  pages        = {110629},
  year         = {2022},
  url          = {https://doi.org/10.1016/j.automatica.2022.110629},
  doi          = {10.1016/J.AUTOMATICA.2022.110629},
  timestamp    = {Tue, 21 Mar 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/automatica/ZhangJWY22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamco/QiuJL22,
  author       = {Ming Qiu and
                  Zhuo Jin and
                  Shuanming Li},
  title        = {Optimal Dividend Strategies with Reinsurance under Contagious Systemic
                  Risk},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {60},
  number       = {3},
  pages        = {1269--1293},
  year         = {2022},
  url          = {https://doi.org/10.1137/21m1422318},
  doi          = {10.1137/21M1422318},
  timestamp    = {Tue, 21 Mar 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/siamco/QiuJL22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/amc/ZhangCJL21,
  author       = {Jiannan Zhang and
                  Ping Chen and
                  Zhuo Jin and
                  Shuanming Li},
  title        = {On a class of non-zero-sum stochastic differential dividend games
                  with regime switching},
  journal      = {Appl. Math. Comput.},
  volume       = {397},
  pages        = {125956},
  year         = {2021},
  url          = {https://doi.org/10.1016/j.amc.2021.125956},
  doi          = {10.1016/J.AMC.2021.125956},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/amc/ZhangCJL21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eor/LiuJL21,
  author       = {Guo Liu and
                  Zhuo Jin and
                  Shuanming Li},
  title        = {Household Lifetime Strategies under a Self-Contagious Market},
  journal      = {Eur. J. Oper. Res.},
  volume       = {288},
  number       = {3},
  pages        = {935--952},
  year         = {2021},
  url          = {https://doi.org/10.1016/j.ejor.2020.05.060},
  doi          = {10.1016/J.EJOR.2020.05.060},
  timestamp    = {Tue, 21 Mar 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/LiuJL21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcam/WangZJQ21,
  author       = {Ning Wang and
                  Nan Zhang and
                  Zhuo Jin and
                  Linyi Qian},
  title        = {Reinsurance-investment game between two mean-variance insurers under
                  model uncertainty},
  journal      = {J. Comput. Appl. Math.},
  volume       = {382},
  pages        = {113095},
  year         = {2021},
  url          = {https://doi.org/10.1016/j.cam.2020.113095},
  doi          = {10.1016/J.CAM.2020.113095},
  timestamp    = {Tue, 21 Mar 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcam/WangZJQ21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eor/JinLY20,
  author       = {Zhuo Jin and
                  Guo Liu and
                  Hailiang Yang},
  title        = {Optimal consumption and investment strategies with liquidity risk
                  and lifetime uncertainty for Markov regime-switching jump diffusion
                  models},
  journal      = {Eur. J. Oper. Res.},
  volume       = {280},
  number       = {3},
  pages        = {1130--1143},
  year         = {2020},
  url          = {https://doi.org/10.1016/j.ejor.2019.07.066},
  doi          = {10.1016/J.EJOR.2019.07.066},
  timestamp    = {Tue, 21 Mar 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/JinLY20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcam/ZhangCJL20,
  author       = {Jiannan Zhang and
                  Ping Chen and
                  Zhuo Jin and
                  Shuanming Li},
  title        = {Open-loop equilibrium strategy for mean-variance asset-liability management
                  portfolio selection problem with debt ratio},
  journal      = {J. Comput. Appl. Math.},
  volume       = {380},
  pages        = {112951},
  year         = {2020},
  url          = {https://doi.org/10.1016/j.cam.2020.112951},
  doi          = {10.1016/J.CAM.2020.112951},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jcam/ZhangCJL20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamco/WangJW19,
  author       = {Tianxiao Wang and
                  Zhuo Jin and
                  Jiaqin Wei},
  title        = {Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching
                  Model: Time-Consistent Solutions},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {57},
  number       = {5},
  pages        = {3249--3271},
  year         = {2019},
  url          = {https://doi.org/10.1137/18M1186423},
  doi          = {10.1137/18M1186423},
  timestamp    = {Tue, 21 Mar 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/siamco/WangJW19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcam/ZhangJQW18,
  author       = {Nan Zhang and
                  Zhuo Jin and
                  Linyi Qian and
                  Rongming Wang},
  title        = {Optimal quota-share reinsurance based on the mutual benefit of insurer
                  and reinsurer},
  journal      = {J. Comput. Appl. Math.},
  volume       = {342},
  pages        = {337--351},
  year         = {2018},
  url          = {https://doi.org/10.1016/j.cam.2018.04.030},
  doi          = {10.1016/J.CAM.2018.04.030},
  timestamp    = {Tue, 21 Mar 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcam/ZhangJQW18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcam/JinQWW16,
  author       = {Zhuo Jin and
                  Linyi Qian and
                  Wei Wang and
                  Rongming Wang},
  title        = {Pricing dynamic fund protections with regime switching},
  journal      = {J. Comput. Appl. Math.},
  volume       = {297},
  pages        = {13--25},
  year         = {2016},
  url          = {https://doi.org/10.1016/j.cam.2015.11.012},
  doi          = {10.1016/J.CAM.2015.11.012},
  timestamp    = {Tue, 21 Mar 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcam/JinQWW16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cmam/JinSY15,
  author       = {Zhuo Jin and
                  Rebecca Stockbridge and
                  Gang George Yin},
  title        = {Some Recent Progress on Numerical Methods for Controlled Regime-Switching
                  Models with Applications to Insurance and Risk Management},
  journal      = {Comput. Methods Appl. Math.},
  volume       = {15},
  number       = {3},
  pages        = {331--351},
  year         = {2015},
  url          = {https://doi.org/10.1515/cmam-2015-0015},
  doi          = {10.1515/CMAM-2015-0015},
  timestamp    = {Mon, 08 Jun 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cmam/JinSY15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jota/Jin15,
  author       = {Zhuo Jin},
  title        = {Optimal Debt Ratio and Consumption Strategies in Financial Crisis},
  journal      = {J. Optim. Theory Appl.},
  volume       = {166},
  number       = {3},
  pages        = {1029--1050},
  year         = {2015},
  url          = {https://doi.org/10.1007/s10957-014-0629-0},
  doi          = {10.1007/S10957-014-0629-0},
  timestamp    = {Tue, 07 Apr 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jota/Jin15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamco/ZongWYJ14,
  author       = {Xiaofeng Zong and
                  Fuke Wu and
                  Gang George Yin and
                  Zhuo Jin},
  title        = {Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching
                  Jump Diffusion Systems},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {52},
  number       = {4},
  pages        = {2595--2622},
  year         = {2014},
  url          = {https://doi.org/10.1137/14095251X},
  doi          = {10.1137/14095251X},
  timestamp    = {Thu, 09 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamco/ZongWYJ14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/automatica/JinYY13,
  author       = {Zhuo Jin and
                  Hailiang Yang and
                  Gang George Yin},
  title        = {Numerical methods for optimal dividend payment and investment strategies
                  of regime-switching jump diffusion models with capital injections},
  journal      = {Autom.},
  volume       = {49},
  number       = {8},
  pages        = {2317--2329},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.automatica.2013.04.043},
  doi          = {10.1016/J.AUTOMATICA.2013.04.043},
  timestamp    = {Thu, 20 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/automatica/JinYY13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jota/JinY13,
  author       = {Zhuo Jin and
                  Gang George Yin},
  title        = {Numerical Methods for Optimal Dividend Payment and Investment Strategies
                  of Markov-Modulated Jump Diffusion Models with Regular and Singular
                  Controls},
  journal      = {J. Optim. Theory Appl.},
  volume       = {159},
  number       = {1},
  pages        = {246--271},
  year         = {2013},
  url          = {https://doi.org/10.1007/s10957-012-0263-7},
  doi          = {10.1007/S10957-012-0263-7},
  timestamp    = {Tue, 07 Apr 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jota/JinY13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/automatica/JinYZ12,
  author       = {Zhuo Jin and
                  Gang George Yin and
                  Chao Zhu},
  title        = {Numerical solutions of optimal risk control and dividend optimization
                  policies under a generalized singular control formulation},
  journal      = {Autom.},
  volume       = {48},
  number       = {8},
  pages        = {1489--1501},
  year         = {2012},
  url          = {https://doi.org/10.1016/j.automatica.2012.05.039},
  doi          = {10.1016/J.AUTOMATICA.2012.05.039},
  timestamp    = {Thu, 20 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/automatica/JinYZ12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/ijcm/JinY11,
  author       = {Zhuo Jin and
                  Gang George Yin},
  title        = {A numerical method for annuity-purchasing decision making to minimize
                  the probability of financial ruin for regime-switching wealth models},
  journal      = {Int. J. Comput. Math.},
  volume       = {88},
  number       = {6},
  pages        = {1256--1282},
  year         = {2011},
  url          = {https://doi.org/10.1080/00207160.2010.500662},
  doi          = {10.1080/00207160.2010.500662},
  timestamp    = {Tue, 06 Jun 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/ijcm/JinY11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcam/JinWY11,
  author       = {Zhuo Jin and
                  Yumin Wang and
                  Gang George Yin},
  title        = {Numerical solutions of quantile hedging for guaranteed minimum death
                  benefits under a regime-switching jump-diffusion formulation},
  journal      = {J. Comput. Appl. Math.},
  volume       = {235},
  number       = {8},
  pages        = {2842--2860},
  year         = {2011},
  url          = {https://doi.org/10.1016/j.cam.2010.12.003},
  doi          = {10.1016/J.CAM.2010.12.003},
  timestamp    = {Tue, 16 Feb 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcam/JinWY11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcam/YinJJ09,
  author       = {Gang George Yin and
                  Hanqing Jin and
                  Zhuo Jin},
  title        = {Numerical methods for portfolio selection with bounded constraints},
  journal      = {J. Comput. Appl. Math.},
  volume       = {233},
  number       = {2},
  pages        = {564--581},
  year         = {2009},
  url          = {https://doi.org/10.1016/j.cam.2009.08.055},
  doi          = {10.1016/J.CAM.2009.08.055},
  timestamp    = {Tue, 16 Feb 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcam/YinJJ09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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