Jieming Zhou

Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model

Xiaoxiao Zheng, Jieming Zhou, Zhongyang Sun · Insurance Mathematics and Economics · 2015 · 83 citations

Mathematical Programming, Robust Optimal Portfolio, Portfolio Optimization +11

Robust optimal investment and reinsurance problem for the product of the insurer’s and the reinsurer’s utilities

Ya Huang, Yao Ouyang, Lingxiao Tang et al. · Journal of Computational and Applied Mathematics · 2018 · 53 citations

Economics, Portfolio Optimization, Robust Optimal Investment +10

Optimal investment and proportional reinsurance for a jump–diffusion risk model with constrained control variables

Ya Huang, Xiangqun Yang, Jieming Zhou · Journal of Computational and Applied Mathematics · 2015 · 45 citations

Economics, Engineering, Asset Pricing +11

Robust optimal investment and reinsurance problem for a general insurance company under Heston model

Ya Huang, Xiangqun Yang, Jieming Zhou · Mathematical Methods of Operations Research · 2017 · 43 citations

Mathematical Programming, Economics, Portfolio Optimization +13

A car-following model accounting for probability distribution

Hui Ou, Tie‐Qiao Tang, Jian Zhang et al. · Physica A Statistical Mechanics and its Applications · 2018 · 39 citations

Car-following Model Accounting, Engineering, Traffic Model +3