By Dr Jiannan Zhang

Journal articles

Zhang J; Chen P; Jin Z; Li S, 2023, 'A class of non-zero-sum stochastic differential games between two mean-variance insurers under stochastic volatility', Probability in the Engineering and Informational Sciences, 37, pp. 491 - 517, http://dx.doi.org/10.1017/S0269964822000353

Liu G; Jin Z; Li S; Zhang J, 2022, 'Stochastic asset allocation and reinsurance game under contagious claims', Finance Research Letters, 49, http://dx.doi.org/10.1016/j.frl.2022.103123

Zhang J; Chen P; Jin Z; Li S, 2021, 'On a class of non-zero-sum stochastic differential dividend games with regime switching', Applied Mathematics and Computation, 397, http://dx.doi.org/10.1016/j.amc.2021.125956

Zhang J; Chen P; Jin Z; Li S, 2021, 'Open-loop equilibrium strategy for mean-variance portfolio selection: A log-return model', Journal of Industrial and Management Optimization, 17, pp. 765 - 777, http://dx.doi.org/10.3934/jimo.2019133

Zhang J; Chen P; Jin Z; Li S, 2020, 'Open-loop equilibrium strategy for mean–variance asset–liability management portfolio selection problem with debt ratio', Journal of Computational and Applied Mathematics, 380, http://dx.doi.org/10.1016/j.cam.2020.112951

Back to profile page