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Ming Zhou

Personal Details

First Name:Ming
Middle Name:
Last Name:Zhou
Suffix:
RePEc Short-ID:pzh319

Affiliation

China Institute for Actuarial Sciences
Central University of Finance and Economics (CUFE)

Beijing, China
http://www.cias.edu.cn/

:


RePEc:edi:iacufcn (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Meng, Hui & Zhou, Ming & Siu, Tak Kuen, 2016. "Optimal reinsurance policies with two reinsurers in continuous time," Economic Modelling, Elsevier, vol. 59(C), pages 182-195.
  2. Zhou, Ming & Yuen, Kam C., 2015. "Portfolio Selection by Minimizing the Present Value of Capital Injection Costs," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 45(01), pages 207-238, January.
  3. Yuen, Kam Chuen & Liang, Zhibin & Zhou, Ming, 2015. "Optimal proportional reinsurance with common shock dependence," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 1-13.
  4. Li, Peng & Zhou, Ming & Yin, Chuancun, 2015. "Optimal reinsurance with both proportional and fixed costs," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 134-141.
  5. Ming Zhou & Ka Fai Cedric Yiu, 2014. "Optimal dividend strategy with transaction costs for an upward jump model," Quantitative Finance, Taylor & Francis Journals, vol. 14(6), pages 1097-1106, June.
  6. Bai, Lihua & Cai, Jun & Zhou, Ming, 2013. "Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 664-670.
  7. Zhou, Ming & Yuen, Kam C., 2012. "Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle," Economic Modelling, Elsevier, vol. 29(2), pages 198-207.
  8. Zhou, Ming & Cai, Jun, 2009. "A perturbed risk model with dependence between premium rates and claim sizes," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 382-392, December.
  9. Yuen, Kam-Chuen & Zhou, Ming & Guo, Junyi, 2008. "On a risk model with debit interest and dividend payments," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2426-2432, October.
  10. Zhang, H.Y. & Zhou, M. & Guo, J.Y., 2006. "The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1211-1218, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Yuen, Kam Chuen & Liang, Zhibin & Zhou, Ming, 2015. "Optimal proportional reinsurance with common shock dependence," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 1-13.

    Cited by:

    1. Matteo Brachetta & Claudia Ceci, 2018. "Optimal proportional reinsurance and investment for stochastic factor models," Papers 1806.01223, arXiv.org.
    2. Chen, Lv & Qian, Linyi & Shen, Yang & Wang, Wei, 2016. "Constrained investment–reinsurance optimization with regime switching under variance premium principle," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 253-267.
    3. Bi, Junna & Liang, Zhibin & Xu, Fangjun, 2016. "Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 245-258.
    4. Yingxu Tian & Zhongyang Sun, 2018. "Mean-Variance Portfolio Selection in a Jump-Diffusion Financial Market with Common Shock Dependence," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 11(2), pages 1-12, May.
    5. Hainaut, Donatien, 2017. "Contagion modeling between the financial and insurance markets with time changed processes," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 63-77.

  2. Bai, Lihua & Cai, Jun & Zhou, Ming, 2013. "Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 664-670.

    Cited by:

    1. Yuen, Kam Chuen & Liang, Zhibin & Zhou, Ming, 2015. "Optimal proportional reinsurance with common shock dependence," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 1-13.
    2. Danping Li & Dongchen Li & Virginia R. Young, 2017. "Optimality of Excess-Loss Reinsurance under a Mean-Variance Criterion," Papers 1703.01984, arXiv.org, revised Mar 2017.
    3. Bi, Junna & Liang, Zhibin & Xu, Fangjun, 2016. "Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 245-258.
    4. Yingxu Tian & Zhongyang Sun, 2018. "Mean-Variance Portfolio Selection in a Jump-Diffusion Financial Market with Common Shock Dependence," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 11(2), pages 1-12, May.
    5. Li, Danping & Li, Dongchen & Young, Virginia R., 2017. "Optimality of excess-loss reinsurance under a mean–variance criterion," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 82-89.

  3. Zhou, Ming & Yuen, Kam C., 2012. "Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle," Economic Modelling, Elsevier, vol. 29(2), pages 198-207.

    Cited by:

    1. Meng, Hui & Zhou, Ming & Siu, Tak Kuen, 2016. "Optimal reinsurance policies with two reinsurers in continuous time," Economic Modelling, Elsevier, vol. 59(C), pages 182-195.
    2. Tamturk, Muhsin & Utev, Sergey, 2018. "Ruin probability via Quantum Mechanics Approach," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 69-74.
    3. Xiaoqing Liang & Zbigniew Palmowski, 2016. "A note on optimal expected utility of dividend payments with proportional reinsurance," Papers 1605.06849, arXiv.org, revised May 2017.
    4. Sancho Salcedo-Sanz & Leo Carro-Calvo & Mercè Claramunt & Ana Castañer & Maite Mármol, 2014. "Effectively Tackling Reinsurance Problems by Using Evolutionary and Swarm Intelligence Algorithms," Risks, MDPI, Open Access Journal, vol. 2(2), pages 1-14, April.
    5. Cheng, Gongpin & Zhao, Yongxia, 2016. "Optimal risk and dividend strategies with transaction costs and terminal value," Economic Modelling, Elsevier, vol. 54(C), pages 522-536.
    6. Meng, Hui & Li, Shuanming & Jin, Zhuo, 2015. "A reinsurance game between two insurance companies with nonlinear risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 91-97.
    7. Meng, Hui & Siu, Tak Kuen & Yang, Hailiang, 2013. "Optimal dividends with debts and nonlinear insurance risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 110-121.
    8. Chen, Lv & Qian, Linyi & Shen, Yang & Wang, Wei, 2016. "Constrained investment–reinsurance optimization with regime switching under variance premium principle," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 253-267.
    9. Zhang, Xin & Meng, Hui & Zeng, Yan, 2016. "Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 125-132.
    10. Yao, Dingjun & Yang, Hailiang & Wang, Rongming, 2014. "Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle," Economic Modelling, Elsevier, vol. 37(C), pages 53-64.
    11. Chen, Mi & Peng, Xiaofan & Guo, Junyi, 2013. "Optimal dividend problem with a nonlinear regular-singular stochastic control," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 448-456.
    12. Li, Peng & Zhou, Ming & Yin, Chuancun, 2015. "Optimal reinsurance with both proportional and fixed costs," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 134-141.

  4. Zhou, Ming & Cai, Jun, 2009. "A perturbed risk model with dependence between premium rates and claim sizes," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 382-392, December.

    Cited by:

    1. Matija Vidmar, 2016. "Ruin under stochastic dependence between premium and claim arrivals," Papers 1602.04580, arXiv.org, revised Jun 2017.

  5. Yuen, Kam-Chuen & Zhou, Ming & Guo, Junyi, 2008. "On a risk model with debit interest and dividend payments," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2426-2432, October.

    Cited by:

    1. Yin, Chuancun & Yuen, Kam Chuen, 2011. "Optimality of the threshold dividend strategy for the compound Poisson model," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1841-1846.
    2. Zhou, Ming & Yuen, Kam C., 2012. "Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle," Economic Modelling, Elsevier, vol. 29(2), pages 198-207.
    3. Li, Manman & Liu, Zaiming, 2012. "Regulated absolute ruin problem with interest structure and linear dividend barrier," Economic Modelling, Elsevier, vol. 29(5), pages 1786-1792.
    4. Zhang, Yuanyuan & Wang, Wensheng, 2012. "Ruin probabilities of a bidimensional risk model with investment," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 130-138.

  6. Zhang, H.Y. & Zhou, M. & Guo, J.Y., 2006. "The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1211-1218, July.

    Cited by:

    1. Bratiychuk, M.S. & Derfla, D., 2007. "On a modification of the classical risk process," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 156-162, July.
    2. Boxma, Onno & Frostig, Esther & Perry, David & Yosef, Rami, 2017. "A state dependent reinsurance model," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 170-181.

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