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Xin Zhang

Orcid: 0000-0001-6670-5351

Affiliations:
  • Nankai University, School of Mathematical Sciences and LPMC, Tianjin, China


According to our database1, Xin Zhang authored at least 7 papers between 2010 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Online presence:

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Bibliography

2024
Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model.
[BibTeX]
[DOI]
Fan Wu
,
Yang Shen
,
Xin Zhang
,
Kai Ding
J. Optim. Theory Appl., June, 2024

2023
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System.
[BibTeX]
[DOI]
Jiaqiang Wen
,
Xun Li
,
Jie Xiong
,
Xin Zhang
SIAM J. Control. Optim., April, 2023

2018
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type.
[BibTeX]
[DOI]
Xin Zhang
,
Zhongyang Sun
,
Jie Xiong
SIAM J. Control. Optim., 2018

Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming.
[BibTeX]
[DOI]
Zhongyang Sun
,
Junyi Guo
,
Xin Zhang
J. Optim. Theory Appl., 2018

2014
Mean-variance portfolio selection under a constant elasticity of variance model.
[BibTeX]
[DOI]
Yang Shen
,
Xin Zhang
,
Tak Kuen Siu
Oper. Res. Lett., 2014

2012
A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance.
[BibTeX]
[DOI]
Xin Zhang
,
Robert J. Elliott
,
Tak Kuen Siu
SIAM J. Control. Optim., 2012

2010
Portfolio Selection in the Enlarged Markovian Regime-Switching Market.
[BibTeX]
[DOI]
Xin Zhang
,
Tak Kuen Siu
,
Qingbin Meng
SIAM J. Control. Optim., 2010


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