Concepedia

Zhibin Liang

ZL

28

Publications

1.1K

Citations

20

H-Index

2007

Active since

Affiliations

Nanjing Normal University(Current)

University of Hong Kong

Nankai University

University of Michigan

Laboratoire de physique de la matière condensée

Zhibin Liang is an author at Nanjing Normal University specializing in finance, insurance, and risk management.

Top concepts

FinanceInsuranceBusinessRisk ManagementEconomicsEngineeringManagementPortfolio OptimizationAsset PricingHealth Coverage

Publications per year

2007–2024

28

Publications

28

Optimal dynamic reinsurance with dependent risks: variance premium principle

Zhibin Liang, Kam Chuen Yuen · Scandinavian Actuarial Journal · 2014 · 121 citations

Engineering, Optimal Dynamic Reinsurance, Financial Risk Management +17

Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process

Zhibin Liang, Kam Chuen Yuen, Junyi Guo · Insurance Mathematics and Economics · 2011 · 103 citations

Optimal Proportional Reinsurance, Ornstein–uhlenbeck Process, Economics +10

Optimal reinsurance and investment with unobservable claim size and intensity

Zhibin Liang, Erhan Bayraktar · Insurance Mathematics and Economics · 2014 · 93 citations

Economics, Portfolio Optimization, Health Insurance Design +8

Optimal proportional reinsurance with common shock dependence

Kam Chuen Yuen, Zhibin Liang, Ming Zhou · Insurance Mathematics and Economics · 2015 · 70 citations · Full text

Optimal Proportional Reinsurance, Shock (Economics), Risk Management +4

Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model

Zhibin Liang, Kam Chuen Yuen, Ka Chun Cheung · Applied Stochastic Models in Business and Industry · 2011 · 61 citations

Engineering, Proportional Reinsurance, Variance Stock Market +19

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