Details about Lihong Zhang

Access statistics for papers by Lihong Zhang.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pzh474

Journal Articles

2010

1. On the robustness of longevity risk pricing
   Insurance: Mathematics and Economics, 2010, 47, (3), 358-373 View citations (6)

2007

2. Coherent risk measure, equilibrium and equilibrium pricing
   Insurance: Mathematics and Economics, 2007, 40, (1), 85-94
3. Optimal investment for an insurer: The martingale approach
   Insurance: Mathematics and Economics, 2007, 40, (2), 322-334 View citations (33)

2006

4. Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence
   Insurance: Mathematics and Economics, 2006, 39, (2), 267-284 View citations (8)

2005

5. Optimal investment for insurer with jump-diffusion risk process
   Insurance: Mathematics and Economics, 2005, 37, (3), 615-634 View citations (91)

2001

6. On the distribution of surplus immediately after ruin under interest force
   Insurance: Mathematics and Economics, 2001, 29, (2), 247-255 View citations (5)
7. On the distribution of surplus immediately before ruin under interest force
   Statistics & Probability Letters, 2001, 55, (3), 329-338 View citations (6)