Hui Zhao

Finance · with Rong · 2013–2016

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it; #8,116 of 10,518 by trust here, #7,920 by citations

Whom Hui Zhao trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Yan Zeng
2. Hailiang Yang
3. Zhongfei Li
4. Lihua Bai
5. David Promislow
6. Christian Hipp

Who trusts Hui Zhao overall

1. Pei Wang
2. Zhongfei Li
3. Lv Chen
4. Yang Shen

Papers from Hui Zhao's perspective

Ordered by how strongly the researchers Hui Zhao trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation
2. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
3. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
4. On reinsurance and investment for large insurance portfolios
5. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
6. Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
7. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
8. Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
9. Controlled Markov processes and viscosity solutions
10. Optimal investment and reinsurance of an insurer with model uncertainty

Their papers

• Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model (2013) — 104 citations
• Time-Consistent Investment-Reinsurance Strategy for Mean-Variance Insurers With a Defaultable Security (2016) — 78 citations