Yan Zeng

Finance · with Li · 2011–2018

A researcher in the Science corpus: 12 papers; trusts 37 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Finance — 105 citations into it; #1,994 of 10,518 by trust here, #1,508 by citations
• Demography — 98 citations into it; #796 of 4,236 by trust here, #394 by citations
• Management Science and Operations Research — 85 citations into it; #4,354 of 11,946 by trust here, #3,457 by citations
• Economics and Econometrics — 81 citations into it; #5,393 of 23,481 by trust here, #4,999 by citations
• Accounting — 10 citations into it
• General Health Professions — 5 citations into it

Whom Yan Zeng trusts overall

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

1. Lihua Bai
2. Zhongfei Li
3. Tomas Björk
4. Hans U. Gerber
5. Hailiang Yang
6. David Promislow
7. Junyi Guo
8. Huyen Pham
9. Mengdi Gu
10. Agatha Murgoci

Who trusts Yan Zeng overall

1. Zhongfei Li
2. Yang Shen
3. Lv Chen
4. Yongwu Li
5. Ailing Gu
6. Xiang Lin
7. Guohui Guan
8. Bo Yi
9. Junna Bi
10. Hui Zhao

Papers from Yan Zeng's perspective

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

1. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
2. Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation
3. On reinsurance and investment for large insurance portfolios
4. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
5. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
6. Portfolio Selection in Stochastic Environments
7. Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
8. Brownian Motion and Stochastic Calculus
9. Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
10. Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints

Their papers

• Optimal time-consistent investment and reinsurance policies for mean-variance insurers (2011) — 242 citations
• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (2012) — 124 citations
• Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (2013) — 114 citations
• Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model (2013) — 158 citations
• Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps (2016) — 154 citations
• Time-Consistent Investment-Reinsurance Strategy for Mean-Variance Insurers With a Defaultable Security (2016) — 78 citations
• Optimal investment–reinsurance with delay for mean–variance insurers: A maximum principle approach☆ (2014) — 88 citations
• Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility (2018) — 63 citations
• Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling (2016) — 76 citations
• Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk (2015) — 57 citations
• Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process☆ (2015) — 120 citations
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model (2012) — 167 citations