| Insurance fraud detection with unsupervised deep learning C Gomes, Z Jin, H Yang Journal of Risk and Insurance 88 (3), 591-624, 2021 | 73 | 2021 |
| Almost sure and pth-moment stability and stabilization of regime-switching jump diffusion systems X Zong, F Wu, G Yin, Z Jin SIAM Journal on Control and Optimization 52 (4), 2595-2622, 2014 | 68 | 2014 |
| Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods Z Jin, G Yin, F Wu Insurance: Mathematics and Economics 53 (3), 733-746, 2013 | 65 | 2013 |
| A reinsurance game between two insurance companies with nonlinear risk processes H Meng, S Li, Z Jin Insurance: Mathematics and Economics 62, 91-97, 2015 | 47 | 2015 |
| Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections Z Jin, H Yang, GG Yin Automatica 49 (8), 2317-2329, 2013 | 46 | 2013 |
| Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation Z Jin, G Yin, C Zhu Automatica 48 (8), 1489-1501, 2012 | 42 | 2012 |
| Robust non-zero-sum investment and reinsurance game with default risk N Wang, N Zhang, Z Jin, L Qian Insurance: Mathematics and Economics 84, 115-132, 2019 | 36 | 2019 |
| Reinsurance–investment game between two mean–variance insurers under model uncertainty N Wang, N Zhang, Z Jin, L Qian Journal of Computational and Applied Mathematics 382, 113095, 2020 | 31 | 2020 |
| Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes J Wei, X Cheng, Z Jin, H Wang Insurance: Mathematics and Economics 91, 244-256, 2020 | 28 | 2020 |
| Optimal reinsurance under dynamic VaR constraint N Zhang, Z Jin, S Li, P Chen Insurance: Mathematics and Economics 71, 232-243, 2016 | 28 | 2016 |
| Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models Z Jin, G Liu, H Yang European Journal of Operational Research 280 (3), 1130-1143, 2020 | 26 | 2020 |
| Mean-variance portfolio selection under a non-Markovian regime-switching model: time-consistent solutions T Wang, Z Jin, J Wei SIAM Journal on Control and Optimization 57 (5), 3249-3271, 2019 | 26 | 2019 |
| Numerical methods for portfolio selection with bounded constraints G Yin, H Jin, Z Jin Journal of Computational and Applied Mathematics 233 (2), 564-581, 2009 | 26 | 2009 |
| Optimal insurance strategies: A hybrid deep learning Markov chain approximation approach X Cheng, Z Jin, H Yang ASTIN Bulletin: The Journal of the IAA 50 (2), 449-477, 2020 | 22 | 2020 |
| Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer N Zhang, Z Jin, L Qian, R Wang Journal of Computational and Applied Mathematics 342, 337-351, 2018 | 22 | 2018 |
| Optimal debt ratio and dividend payment strategies with reinsurance Z Jin, H Yang, G Yin Insurance: Mathematics and Economics 64, 351-363, 2015 | 21 | 2015 |
| A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis Z Jin, H Yang, G Yin Insurance: Mathematics and Economics 96, 262-275, 2021 | 20 | 2021 |
| Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls Z Jin, G Yin Journal of Optimization Theory and Applications 159 (1), 246-271, 2013 | 18 | 2013 |
| Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation Z Jin, Y Wang, G Yin Journal of Computational and Applied Mathematics 235 (8), 2842-2860, 2011 | 18 | 2011 |
| Household consumption-investment-insurance decisions with uncertain income and market ambiguity N Wang, Z Jin, TK Siu, M Qiu Scandinavian Actuarial Journal 2021 (10), 832-865, 2021 | 17 | 2021 |
