Concepedia

Zhongyang Sun

ZS

13

Publications

474

Citations

12

H-Index

2015

Active since

Affiliations

Sun Yat-sen University(Current)

Nankai University

Qufu Normal University

Southeast University

Tsinghua University

Zhongyang Sun is an author at Sun Yat-sen University specializing in engineering, finance, and asset pricing.

Top concepts

EngineeringFinanceAsset PricingInsuranceManagementRisk ManagementPortfolio OptimizationRisk-averse OptimizationStochastic AnalysisStochastic Calculus

Publications per year

2015–2022

13

Publications

13

Fully automated macular pathology detection in retina optical coherence tomography images using sparse coding and dictionary learning

Yankui Sun, Shan Li, Zhongyang Sun · Journal of Biomedical Optics · 2017 · 90 citations · Full text

Sparse Coding, Engineering, Feature Detection +27

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 of an insurer under variance premium principle and default risk

Zhongyang Sun, Xiaoxiao Zheng, Xin Zhang · Journal of Mathematical Analysis and Applications · 2016 · 63 citations

Robust Optimal Investment, Portfolio Optimization, Engineering +12

A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type

Xin Zhang, Zhongyang Sun, Jie Xiong · SIAM Journal on Control and Optimization · 2018 · 56 citations

Stochastic Hybrid System, Engineering, Stochastic Processes +13

Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option

Zhongyang Sun, Xin Zhang, Kam Chuen Yuen · Scandinavian Actuarial Journal · 2019 · 38 citations

Engineering, Financial Risk Management, Mean-variance Asset-liability Management +19

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