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Bin Zou
Bin Zou
Associate Professor, Department of Mathematics, University of Connecticut
Verified email at uconn.edu - Homepage
Title
Cited by
Cited by
Year
Optimal investment and risk control policies for an insurer: Expected utility maximization
B Zou, A Cadenillas
Insurance: Mathematics and Economics 58, 57-67, 2014
652014
Hedging with automatic liquidation and leverage selection on bitcoin futures
C Alexander, J Deng, B Zou
European Journal of Operational Research 306 (1), 478-493, 2023
20*2023
Explicit solutions of optimal consumption, investment and insurance problems with regime switching
B Zou, A Cadenillas
Insurance: Mathematics and Economics 58, 159-167, 2014
202014
Optimal bitcoin trading with inverse futures
J Deng, H Pan, S Zhang, B Zou
Annals of Operations Research 304, 139-161, 2021
192021
Minimum-Variance Hedging of Bitcoin Inverse Futures
J Deng, H Pan, S Zhang, B Zou
Applied Economics 52 (58), 6320-6337, 2020
192020
Stackelberg differential game for insurance under model ambiguity
J Cao, D Li, VR Young, B Zou
Insurance: Mathematics and Economics 106, 128-145, 2022
182022
Optimal investment with transaction costs under cumulative prospect theory in discrete time
B Zou, R Zagst
Mathematics and Financial Economics 11, 393-421, 2017
152017
Optimal investment and liability ratio policies in a multidimensional regime switching model
B Zou, A Cadenillas
Risks 5 (1), 6, 2017
142017
Systemic risk and optimal fee for central clearing counterparty under partial netting
Z Cui, Q Feng, R Hu, B Zou
Operations Research Letters 46 (3), 306-311, 2018
12*2018
Reinsurance games with two reinsurers: tree versus chain
J Cao, D Li, VR Young, B Zou
European Journal of Operational Research 310 (2), 928-941, 2023
112023
A mathematical analysis of technical analysis
M Lorig, Z Zhou, B Zou
Applied Mathematical Finance 26 (1), 38-68, 2019
102019
Stackelberg differential game for insurance under model ambiguity: general divergence
J Cao, D Li, VR Young, B Zou
Scandinavian Actuarial Journal 2023 (7), 735-763, 2023
72023
Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models
Y Shen, B Zou
SIAM Journal on Financial Mathematics 13 (4), SC99-112, 2022
72022
Mean-variance portfolio selection in contagious markets
Y Shen, B Zou
SIAM Journal on Financial Mathematics 13 (2), 391-425, 2022
72022
Mean-Variance Investment and Risk Control Strategies -- A Time-Consistent Approach via A Forward Auxiliary Process
Y Shen, B Zou
Insurance: Mathematics and Economics 97, 68-80, 2021
72021
Optimal investment in hedge funds under loss aversion
B Zou
International Journal of Theoretical and Applied Finance 20 (03), 1750014, 2017
72017
Stackelberg reinsurance chain under model ambiguity
J Cao, D Li, VR Young, B Zou
Scandinavian Actuarial Journal 2024 (4), 329-360, 2024
62024
Optimal Fee Structure of Variable Annuities
G Wang, B Zou
Insurance: Mathematics and Economics 101, 587-601, 2021
62021
A perturbation approach to optimal investment, liability ratio, and dividend strategies
Z Jin, Z Quan Xu, B Zou
Scandinavian Actuarial Journal 2022 (2), 165-188, 2022
52022
Stochastic control in optimal insurance and investment with regime switching
B Zou
42015
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