Bin Zou

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2025 J jnl
Optimal Loss Reporting in Continuous Time with Full Insurance.
SIAM J. Financial Math.
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
2025 J jnl
Short Communication: Equilibrium Mean-Variance Dividend Rate Strategies.
SIAM J. Financial Math.
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
2024 J jnl
Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles.
SIAM J. Control. Optim.
Zhuo Jin, Zuo Quan Xu, Bin Zou
2024 J jnl
Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional.
SIAM J. Financial Math.
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
2023 J jnl
Hedging with automatic liquidation and leverage selection on bitcoin futures.
Eur. J. Oper. Res.
Carol Alexander, Jun Deng, Bin Zou
2023 J jnl
Reinsurance games with two reinsurers: Tree versus chain.
Eur. J. Oper. Res.
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
2022 J jnl
Mean-Variance Portfolio Selection in Contagious Markets.
SIAM J. Financial Math.
Yang Shen, Bin Zou
2022 J jnl
Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models.
SIAM J. Financial Math.
Yang Shen, Bin Zou
2021 J jnl
Optimal Bitcoin trading with inverse futures.
Ann. Oper. Res.
Jun Deng, Huifeng Pan, Shuyu Zhang, Bin Zou
2021 J jnl
Optimal bookmaking.
Eur. J. Oper. Res.
Matthew J. Lorig, Zhou Zhou, Bin Zou
2021 J jnl
Quadratic hedging for sequential claims with random weights in discrete time.
Oper. Res. Lett.
Jun Deng, Bin Zou
2018 J jnl
Systemic risk and optimal fee for central clearing counterparty under partial netting.
Oper. Res. Lett.
Zhenyu Cui, Qi Feng, Ruimeng Hu, Bin Zou