| A stochastic maximum principle for a Markov regime-switching jump-diffusion model and its application to finance X Zhang, RJ Elliott, TK Siu SIAM Journal on Control and Optimization 50 (2), 964-990, 2012 | 110 | 2012 |
| Optimal investment and reinsurance of an insurer with model uncertainty X Zhang, TK Siu Insurance: Mathematics and Economics 45 (1), 81-88, 2009 | 107 | 2009 |
| Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk Z Sun, X Zheng, X Zhang Journal of Mathematical Analysis and Applications 446 (2), 1666-1686, 2017 | 69 | 2017 |
| Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting X Zhang, M Zhou, J Guo Applied Stochastic Models in Business and Industry 23 (1), 63-71, 2007 | 69 | 2007 |
| Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling X Zhang, H Meng, Y Zeng Insurance: Mathematics and Economics 67, 125-132, 2016 | 67 | 2016 |
| Mean–variance portfolio selection under a constant elasticity of variance model Y Shen, X Zhang, TK Siu Operations Research Letters 42 (5), 337-342, 2014 | 53 | 2014 |
| A general stochastic maximum principle for a Markov regime switching jump-diffusion model of mean-field type X Zhang, Z Sun, J Xiong SIAM Journal on Control and Optimization 56 (4), 2563-2592, 2018 | 48 | 2018 |
| Optimal risk control for the excess of loss reinsurance policies H Meng, X Zhang ASTIN Bulletin: The Journal of the IAA 40 (1), 179-197, 2010 | 43 | 2010 |
| Portfolio selection in the enlarged Markovian regime-switching market X Zhang, TK Siu, Q Meng SIAM Journal on Control and Optimization 48 (5), 3368-3388, 2010 | 38 | 2010 |
| On optimal proportional reinsurance and investment in a Markovian regime-switching economy X Zhang, TK Siu Acta Mathematica Sinica 28 (1), 67-82, 2012 | 34 | 2012 |
| Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option Z Sun, X Zhang, KC Yuen Scandinavian Actuarial Journal 2020 (3), 218-244, 2020 | 33 | 2020 |
| On a risk model with dependence between claim sizes and claim intervals Q Meng, X Zhang, J Guo Statistics & Probability Letters 78 (13), 1727-1734, 2008 | 28 | 2008 |
| Markovian regime-switching market completion using additional Markov jump assets X Zhang, RJ Elliott, TK Siu, J Guo IMA Journal of Management Mathematics 23 (3), 283-305, 2012 | 21 | 2012 |
| On the ruin problem in a Markov-modulated risk model X Zhang Methodology and Computing in Applied Probability 10 (2), 225-238, 2008 | 19 | 2008 |
| Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system X Zhang, X Li, J Xiong ESAIM: Control, Optimisation and Calculus of Variations 27, 69, 2021 | 17 | 2021 |
| Total duration of negative surplus for the dual model M Song, R Wu, X Zhang Applied stochastic models in business and industry 24 (6), 591-600, 2008 | 14 | 2008 |
| Maximum Principle for Markov Regime-Switching Forward–Backward Stochastic Control System with Jumps and Relation to Dynamic Programming Z Sun, J Guo, X Zhang Journal of Optimization Theory and Applications 176 (2), 319-350, 2018 | 12 | 2018 |
| Optimal investment problem with delay under partial information S Zhang, J Xiong, X Zhang Mathematical Control & Related Fields 10 (2), 365, 2020 | 11 | 2020 |
| Ruin probabilities for a risk model with two classes of claims TL Lv, JY Guo, X Zhang Acta Mathematica Sinica 26 (9), 1749-1760, 2010 | 11 | 2010 |
| Bond and option pricing for interest rate model with clustering effects X Zhang, J Xiong, Y Shen Quantitative Finance 18 (6), 969-981, 2018 | 10 | 2018 |
Jie XiongSouthern University of Science and Technology在 sustech.edu.cn 的电子邮件经过验证
