Concepedia

Nan Zhang

NZ

5

Publications

135

Citations

5

H-Index

2016

Active since

Affiliations

The University of Melbourne(Current)

East China Normal University

Macquarie University

Nan Zhang is an author at The University of Melbourne specializing in finance, insurance, and risk management.

Top concepts

FinanceInsuranceRisk ManagementBusinessEconomicsManagementEngineeringFinancial Risk ManagementAsset PricingFinancial Risk

Publications per year

2016–2020

5

Publications

5

Robust non-zero-sum investment and reinsurance game with default risk

Ning Wang, Nan Zhang, Zhuo Jin et al. · Insurance Mathematics and Economics · 2018 · 37 citations

Economics, Financial Risk Management, Risk Management +7

Reinsurance–investment game between two mean–variance insurers under model uncertainty

Ning Wang, Nan Zhang, Zhuo Jin et al. · Journal of Computational and Applied Mathematics · 2020 · 37 citations

Economics, Uncertainty Management, Risk Management +4

Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer

Nan Zhang, Zhuo Jin, Linyi Qian et al. · Journal of Computational and Applied Mathematics · 2018 · 24 citations

Mutual Benefit, Health Insurance, Management +4

Optimal reinsurance under dynamic VaR constraint

Nan Zhang, Zhuo Jin, Shuanming Li et al. · Insurance Mathematics and Economics · 2016 · 21 citations · Full text

Mathematical Programming, Engineering, Risk Management +5

Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints

Ning Wang, Nan Zhang, Zhuo Jin et al. · Insurance Mathematics and Economics · 2020 · 16 citations

Economics, Engineering, Asset Pricing +10

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