Details about Ming Zhou

Access statistics for papers by Ming Zhou.

Last updated 2019-11-12. Update your information in the RePEc Author Service.

Short-id: pzh319

Journal Articles

2019

1. Removal models accounting for temporary emigration
   Biometrics, 2019, 75, (1), 24-35 View citations (2)

2018

2. An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
   Insurance: Mathematics and Economics, 2018, 79, (C), 92-100 View citations (6)

2017

3. Optimal Reinsurance Design: A Mean-Variance Approach
   North American Actuarial Journal, 2017, 21, (1), 1-14 View citations (3)

2016

4. Optimal reinsurance policies with two reinsurers in continuous time
   Economic Modelling, 2016, 59, (C), 182-195 View citations (7)

2015

5. Optimal proportional reinsurance with common shock dependence
   Insurance: Mathematics and Economics, 2015, 64, (C), 1-13 View citations (20)
6. Optimal reinsurance with both proportional and fixed costs
   Statistics & Probability Letters, 2015, 106, (C), 134-141 View citations (8)
7. PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS
   ASTIN Bulletin, 2015, 45, (1), 207-238 View citations (5)

2014

8. Optimal dividend strategy with transaction costs for an upward jump model
   Quantitative Finance, 2014, 14, (6), 1097-1106 View citations (1)

2013

9. Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
   Insurance: Mathematics and Economics, 2013, 53, (3), 664-670 View citations (20)

2012

10. Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle
    Economic Modelling, 2012, 29, (2), 198-207 View citations (25)

2009

11. A perturbed risk model with dependence between premium rates and claim sizes
    Insurance: Mathematics and Economics, 2009, 45, (3), 382-392 View citations (3)

2008

12. On a risk model with debit interest and dividend payments
    Statistics & Probability Letters, 2008, 78, (15), 2426-2432 View citations (4)

2007

13. Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
    Applied Stochastic Models in Business and Industry, 2007, 23, (1), 63-71 View citations (8)

2006

14. The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
    Statistics & Probability Letters, 2006, 76, (12), 1211-1218 View citations (5)