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Details about Lihong Zhang

Workplace:School of Economics and Management, Tsinghua University, (more information at EDIRC)

Access statistics for papers by Lihong Zhang.

Last updated 2013-04-25. Update your information in the RePEc Author Service.

Short-id: pzh474


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Journal Articles

2010

  1. On the robustness of longevity risk pricing
    Insurance: Mathematics and Economics, 2010, 47, (3), 358-373 Downloads View citations (5)

2007

  1. Coherent risk measure, equilibrium and equilibrium pricing
    Insurance: Mathematics and Economics, 2007, 40, (1), 85-94 Downloads
  2. Optimal investment for an insurer: The martingale approach
    Insurance: Mathematics and Economics, 2007, 40, (2), 322-334 Downloads View citations (31)

2006

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

2005

  1. Optimal investment for insurer with jump-diffusion risk process
    Insurance: Mathematics and Economics, 2005, 37, (3), 615-634 Downloads View citations (69)

2001

  1. On the distribution of surplus immediately after ruin under interest force
    Insurance: Mathematics and Economics, 2001, 29, (2), 247-255 Downloads View citations (4)
  2. On the distribution of surplus immediately before ruin under interest force
    Statistics & Probability Letters, 2001, 55, (3), 329-338 Downloads View citations (2)
 
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