| Open-loop equilibrium strategy for mean–variance asset–liability management portfolio selection problem with debt ratio J Zhang, P Chen, Z Jin, S Li Journal of Computational and Applied Mathematics 380, 112951, 2020 | 13 | 2020 |
| On a class of non-zero-sum stochastic differential dividend games with regime switching J Zhang, P Chen, Z Jin, S Li Applied Mathematics and Computation 397, 125956, 2021 | 4 | 2021 |
| Open-loop equilibrium strategy for mean-variance portfolio selection: A log-return model. J Zhang, P Chen, Z Jin, S Li Journal of Industrial & Management Optimization 17 (2), 2021 | 4 | 2021 |
| Stochastic asset allocation and reinsurance game under contagious claims G Liu, Z Jin, S Li, J Zhang Finance Research Letters 49, 103123, 2022 | 1 | 2022 |
| A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility J Zhang, P Chen, Z Jin, S Li Probability in the Engineering and Informational Sciences 37 (2), 491-517, 2023 | | 2023 |
