← All authors Zhuo Jin The University of Melbourne (from arXiv:2511.16932, 2025) · ORCID · OpenAlex
66 papers in scope · 65 published · 1 on the econ.EM arXiv · 992 citations · h-index 19 (over the papers listed here)
Papers (1 of 66)
Optimal carbon abatement under climate change and uncertainty
published 2026 · Economic Modelling
with Xin Li
Connectedness Between Climate and Commodities: A New Measure Using Mixed-Frequency VECM
published 2026 · Journal of Financial Econometrics
with Azra May B Kabiri, Yanlin Shi
working paper 2025 · arXiv
Optimizing portfolios with surrender variable annuities: A deep reinforcement learning approach
published 2025 · Insurance Mathematics and Economics
with Huifang Huang, Pengbo Li, Fuke Wu, Hailiang Yang
Optimal timing of green technology adoption for climate risk mitigation
published 2025 · Insurance Mathematics and Economics
with Jiannan Zhang, Kun Fan, Nan Zhang
Fairness and risk sharing in integrated LRD-tontine schemes under Volterra mortality risk
published 2025 · Astin Bulletin
with Jingwen Kang, Linyi Qian, Nan Zhang
A hybrid deep learning method for finite-horizon mean-field game problems
published 2025 · Automatica · 4 citations · first circulated 2023
with Yu Zhang, Jiaqin Wei, George Yin
Textual analysis of insurance claims with large language models
published 2025 · Journal of Risk & Insurance · 7 citations
with Dongchen Li, Linyi Qian, Hailiang Yang
Insurance contract for electric vehicle charging stations: A Stackelberg game-theoretic approach
published 2025 · Insurance Mathematics and Economics · 1 citations
with Yuanmin Jin, Jiaqin Wei
Optimal dividend policy with self-exciting claims in the Gamma–Omega model
published 2024 · Finance research letters
with Liu Guo, Shuanming Li
A note on numerical methods for mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model
published 2024
with Yu Zhang, Jiaqin Wei
Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles
published 2024 · 15 citations · first circulated 2023
with Zuo Quan Xu, Bin Zou
Optimal risk sharing and dividend strategies under default contagion: A semi-analytical approach
published 2023 · Insurance Mathematics and Economics · 5 citations
with Ming Qiu, Shuanming Li
Identification and characterization of a novel gene controlling floral organ number in rice (Oryza sativa L.)
published 2023 · PLoS ONE · 5 citations
with Phyu Phyu Maung, Backki Kim, Su Jang, Yoon Kyung Lee, Hee-Jong Koh
Mean–variance portfolio selection with dynamic attention behavior in a hidden Markov model
published 2022 · Automatica · 13 citations
with Yu Zhang, Jiaqin Wei, George Yin, Y. Zhang, Jiaoteng Wei, G. Yin
Histological characterization of anther structure in Tetep-cytoplasmic male sterility and fine mapping of restorer-of-fertility gene in rice
published 2022 · PLoS ONE · 2 citations
with Seung Young Lee, Su Jang, Backki Kim, Jeonghwan Seo, Hee-Jong Koh
Stochastic asset allocation and reinsurance game under contagious claims
published 2022 · Finance research letters · 7 citations
with Liu Guo, Shuanming Li, Jiannan Zhang
Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk
published 2022 · 3 citations
with Ming Qiu, Shuanming Li
Frequency and severity estimation of cyber attacks using spatial clustering analysis
published 2022 · Insurance Mathematics and Economics · 9 citations
with Boyuan Ma, Tingjin Chu
A survey of numerical solutions for stochastic control problems: Some recent progress
published 2022 · 10 citations
with Ming Qiu, Ky Tran, George Yin
Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
published 2021 · Insurance Mathematics and Economics · 17 citations
with Liu Guo, Shuanming Li
Insurance fraud detection with unsupervised deep learning
published 2021 · Journal of Risk & Insurance · 89 citations
with Chamal Gomes, Hailiang Yang
A perturbation approach to optimal investment, liability ratio, and dividend strategies
published 2021 · Scandinavian Actuarial Journal · first circulated 2020
with Zuo Quan Xu, Bin Zou
Household consumption-investment-insurance decisions with uncertain income and market ambiguity
published 2021 · Scandinavian Actuarial Journal · 33 citations
with Ning Wang, Tak Kuen Siu, Ming Qiu
A hybrid deep learning method for optimal insurance strategies: Algorithms and convergence analysis
published 2020 · Insurance Mathematics and Economics · 25 citations
with Hailiang Yang, George Yin
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
published 2020 · Insurance Mathematics and Economics · 16 citations
with Ning Wang, Nan Zhang, Linyi Qian
Optimal dividend strategy for an insurance group with contagious default risk
published 2020 · Scandinavian Actuarial Journal · first circulated 2019
with Huafu Liao, Yue Yang, Xiang Yu
Mean-variance portfolio selection with non-negative state-dependent risk aversion
published 2020 · Quantitative Finance · 8 citations
with Tianxiao Wang, Jiaqin Wei
Reinsurance–investment game between two mean–variance insurers under model uncertainty
published 2020 · Journal of Computational and Applied Mathematics · 40 citations
with Ning Wang, Nan Zhang, Linyi Qian
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
published 2020 · Insurance Mathematics and Economics · 10 citations
with Zhou Zhou
Household Lifetime Strategies under a Self-Contagious Market
published 2020 · European Journal of Operational Research · 14 citations
with Liu Guo, Shuanming Li, Guo Liu
Open-loop equilibrium strategy for mean–variance asset–liability management portfolio selection problem with debt ratio
published 2020 · Journal of Computational and Applied Mathematics · 16 citations
with Jiannan Zhang, Ping Chen, Shuanming Li
OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH
published 2020 · Astin Bulletin · 27 citations
with Xiang Cheng, Hailiang Yang
Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes
published 2020 · Insurance Mathematics and Economics · 42 citations
with Jiaqin Wei, Xiang Cheng, Hao Wang
Optimal stop-loss reinsurance with joint utility constraints
published 2020 · 2 citations
with Nan Zhang, Linyi Qian, Wei Wang
Open-loop equilibrium strategy for mean-variance portfolio selection: A log-return model
published 2019 · 6 citations
with Jiannan Zhang, Ping Chen, Shuanming Li
Non-Nested Monte Carlo Dual Bounds for Multi-Exercisable Options
published 2019 · Communications on Stochastic Analysis
with Xiang Cheng
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
published 2019 · European Journal of Operational Research · 33 citations
with Liu Guo, Hailiang Yang
Stochastic differential reinsurance games with capital injections
published 2019 · Insurance Mathematics and Economics · 7 citations
with Nan Zhang, Linyi Qian, Kun Fan
Novel allelic variant of Lpa1 gene associated with a significant reduction in seed phytic acid content in rice (Oryza sativa L.)
published 2019 · PLoS ONE · 28 citations · first circulated 2018
with D. S. Kishor, Choonseok Lee, Dongryung Lee, Jelli Venkatesh, Jeonghwan Seo, Joong Hyoun Chin, Soon-Kwan Hong, Jin-Kwan Ham, Hee-Jong Koh
A Genetic Algorithm for Investment–Consumption Optimization with Value-at-Risk Constraint and Information-Processing Cost
published 2019 · Risks · 5 citations
with Zhixin Yang, Quan Yuan
Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks
published 2019 · 8 citations
with Huainian Zhu, Chengke Zhang
Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions
published 2019 · 31 citations
with Tianxiao Wang, Jiaqin Wei
Robust non-zero-sum investment and reinsurance game with default risk
published 2018 · Insurance Mathematics and Economics · 41 citations
with Ning Wang, Nan Zhang, Linyi Qian
Optimal debt ratio and dividend strategies for an insurer under a regime-switching model
published 2018 · Stochastic Models
with Qian Zhao, Jiaqin Wei
Real-Option Valuation in a Finite-Time, Incomplete Market with Jump Diffusion and Investor-Utility Inflation
published 2018 · Risks · 2 citations
with Timothy R. Hillman, Nan Zhang
Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer
published 2018 · Journal of Computational and Applied Mathematics · 24 citations
with Nan Zhang, Linyi Qian, Rongming Wang
A new equilibrium trading model with asymmetric information
published 2018 · Quantitative Finance and Economics · 4 citations
with Lianzhang Bao, Guangliang Zhao
Optimal liability ratio and dividend payment strategies under catastrophic risk
published 2018 · 2 citations
with Linyi Qian, Chen Lyu, Rongming Wang
Pricing dynamic fund protections for a hyperexponential jump diffusion process
published 2017 · Communication in Statistics-Theory and Methods · 5 citations
with Linyi Qian, Wei Wang, Lyu Chen
Optimal reinsurance under dynamic VaR constraint
published 2016 · Insurance Mathematics and Economics · 21 citations
with Nan Zhang, Shuanming Li, Ping Chen
Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models
published 2016 · Stochastic Analysis and Applications · 9 citations
with Wei Wang, Linyi Qian, Xiaonan Su
Pricing dynamic fund protections with regime switching
published 2015 · Journal of Computational and Applied Mathematics · 7 citations
with Linyi Qian, Wei Wang, Rongming Wang
Optimal debt ratio and dividend payment strategies with reinsurance
published 2015 · Insurance Mathematics and Economics · 19 citations
with Hailiang Yang, George Yin
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
published 2015 · Economic Modelling · 5 citations
with Senren Tan, Fuke Wu
Lookback option pricing for regime-switching jump diffusion models
published 2015 · Mathematical Control and Related Fields · 4 citations
with Linyi Qian
A reinsurance game between two insurance companies with nonlinear risk processes
published 2015 · Insurance Mathematics and Economics · 52 citations
with Hui Meng, Shuanming Li
Optimal Debt Ratio and Consumption Strategies in Financial Crisis
published 2014 · 6 citations
Capital injections with negative surplus and delays: models and analysis
published 2014 · Control Theory and Technology
with George Yin
Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems
published 2014 · 80 citations
with Xiaofeng Zong, Fuke Wu, George Yin
Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods
published 2013 · Insurance Mathematics and Economics · 48 citations
with George Yin, Fuke Wu
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
published 2013 · Automatica · 45 citations
with Hailiang Yang, G. George Yin
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
published 2012 · Automatica · 40 citations · first circulated 2011
with George Yin, Chao Zhu
A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models
published 2011 · International Journal of Computer Mathematics · 2 citations
with George Yin
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation
published 2010 · Journal of Computational and Applied Mathematics · 15 citations
with Yu-Min Wang, George Yin
Numerical methods for portfolio selection with bounded constraints
published 2009 · Journal of Computational and Applied Mathematics · 23 citations
with Gang Yin, Hanqing Jin
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