张彩斌｜南京财经大学｜学者主页

2025

Nash equilibrium in insurance pricing and investment under common shocks

Jinjin Zhang, Caibin Zhang

Finance Research Letters，Vol. 86

DOI

2025

Time-consistent investment and reinsurance strategies under thinning-dependence structure

Caibin Zhang, Zhibin Liang, Qicai Li

Ima Journal Of Management Mathematics，Vol. 360, No. 40

DOI

2025

Expected utility maximization for unobservable Markov-modulated jump-diffusion process with constraint on wealth

Caibin Zhang, Zhibin Liang

Stochastic Models

DOI

2025

Time-consistent per-loss reinsurance and investment strategies in correlated markets with smooth ambiguity

Fudong Wang, Zhibin Liang, Kam Chuen Yuen, Caibin Zhang

International Journal of Control

DOI

2024

Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure

Caibin Zhang, Zhibin Liang, Yu Yuan

European Journal Of Operational Research，Vol. 315, No. 1

DOI

2024

Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle

Yu Yuan, Kexin Wang, Caibin Zhang

Annals Of Operations Research，Vol. 3350, No. 1

DOI

2024

数学专业《保险精算》课程若干问题的探讨

梁晓青，张彩斌

《才智》

2024

Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle

Caibin Zhang, Zhibin Liang

Scandinavian Actuarial Journal

DOI

2024

Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process

Yawen Zhang, Caibin Zhang, Caibin Zhang

Statistics & Probability Letters

DOI

2024

Time-consistent mean-variance risk sharing and reinsurance for an insurance group in a Stackelberg differential game

Fudong Wang, Zhibin Liang, Caibin Zhang

Journal of Industrial and Management Optimization

DOI

2023

Constrained mean-variance portfolio optimization for jump-diffusion process under partial information

Caibin Zhang, Zhibin Liang

Stochastic Models

DOI

2022

Optimal time-consistent reinsurance and investment strategies for a jump-diffusion financial market without cash

Caibin Zhang, Zhibin Liang

North American Journal Of Economics And Finance，Vol. 59

DOI

2022

建构主义指导下高校双语教学实践——以“风险管理”教学为例

张彩斌

《西部素质教育》

2021

Markov调节中基于时滞和相依风险模型的最优再保险与投资

张彩斌，梁志彬，袁锦泉

《中国科学:数学》

2021

OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS

Caibin Zhang, Zhibin Liang, Kam Chuen Yuen

The ANZIAM Journal

DOI

2020

Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure

Caibin Zhang, Zhibin Liang

Stochastic Analysis and Applications

DOI

2019

复杂跳扩散风险模型中均值方差准则下的最优投资与最优再保险问题的研究

张彩斌

《南京师范大学》

2017

基于时滞和多维相依风险模型的最优期望-方差比例再保险

杨潇潇，梁志彬，张彩斌

《中国科学:数学》

2016

风险相依及风险状态相依下的最优化问题

张彩斌

《南京师范大学》

张彩斌

精选作品

期刊论文

Nash equilibrium in insurance pricing and investment under common shocks

Time-consistent investment and reinsurance strategies under thinning-dependence structure

Expected utility maximization for unobservable Markov-modulated jump-diffusion process with constraint on wealth

Time-consistent per-loss reinsurance and investment strategies in correlated markets with smooth ambiguity

Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure

Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle

数学专业《保险精算》课程若干问题的探讨

Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle

Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process

Time-consistent mean-variance risk sharing and reinsurance for an insurance group in a Stackelberg differential game

Constrained mean-variance portfolio optimization for jump-diffusion process under partial information

Optimal time-consistent reinsurance and investment strategies for a jump-diffusion financial market without cash

建构主义指导下高校双语教学实践——以“风险管理”教学为例

Markov调节中基于时滞和相依风险模型的最优再保险与投资

OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS

Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure

复杂跳扩散风险模型中均值方差准则下的最优投资与最优再保险问题的研究

基于时滞和多维相依风险模型的最优期望-方差比例再保险

风险相依及风险状态相依下的最优化问题

研究方向