Jinxia Zhu

Journal Articles

• Zhu J; Siu TK; Yang H, 2019, 'Singular dividend optimization for a linear diffusion model with time-inconsistent preferences', European Journal of Operational Research, http://dx.doi.org/10.1016/j.ejor.2019.04.027
• Zhu J, 2017, 'OPTIMAL FINANCING and DIVIDEND DISTRIBUTION with TRANSACTION COSTS in the CASE of RESTRICTED DIVIDEND RATES', ASTIN Bulletin, vol. 47, pp. 239 - 268, http://dx.doi.org/10.1017/asb.2016.29
• Zhu J; Yang H, 2016, 'Optimal financing and dividend distribution in a general diffusion model with regime switching', Advances in Applied Probability, vol. 48, pp. 406 - 422, http://dx.doi.org/10.1017/apr.2016.7
• Zhu J; Yang H, 2016, 'Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy', Insurance: Mathematics and Economics, vol. 70, pp. 259 - 271, http://dx.doi.org/10.1016/j.insmatheco.2016.05.011
• Zhu J; Chen F, 2015, 'Dividend optimization under reserve constraints for the Cramér-Lundberg model compounded by force of interest', Economic Modelling, vol. 46, pp. 142 - 156, http://dx.doi.org/10.1016/j.econmod.2014.11.019
• Zhu J, 2015, 'Dividend optimization for general diffusions with restricted dividend payment rates', Scandinavian Actuarial Journal, vol. 2015, pp. 592 - 615, http://dx.doi.org/10.1080/03461238.2013.872174
• Zhu J, 2014, 'Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest', Journal of Computational and Applied Mathematics, vol. 257, pp. 212 - 239, http://dx.doi.org/10.1016/j.cam.2013.08.033
• Zhu J, 2014, 'Dividend optimization for a regime-switching diffusion model with restricted dividend rates', ASTIN Bulletin, vol. 44, pp. 459 - 494, http://dx.doi.org/10.1017/asb.2014.2
• Zhu J, 2014, 'Corrigendum to Errata for 'Optimal dividend control for a generalized risk model with investment incomes and debit interest' online version (Scandinavian Actuarial Journal, IFirst, (2012))', Scandinavian Actuarial Journal, vol. 2014, pp. 282 - 282, http://dx.doi.org/10.1080/03461238.2012.760254
• Zhu J; Chen F, 2013, 'Dividend optimization for regime-switching general diffusions', Insurance Mathematics and Economics, vol. 53, pp. 439 - 456, http://dx.doi.org/10.1016/j.insmatheco.2013.07.006
• Zhu J; Yang H; Ng K, 2011, 'Ruin probabilities for the perturbed compound Poisson risk process with investment', Communications in Statistics: Theory and Methods, vol. 40, pp. 3917 - 3934, http://dx.doi.org/10.1080/03610926.2010.501942
• Zhu J; Yang H, 2009, 'On differentiability of ruin functions under Markov-modulated models', Stochastic Processes and their Applications, vol. 119, pp. 1673 - 1695, http://dx.doi.org/10.1016/j.spa.2008.08.007
• Zhu J; Yang H, 2008, 'Ruin theory for a Markov regime-switching model under a threshold dividend strategy', Insurance: Mathematics and Economics, vol. 42, pp. 311 - 318, http://dx.doi.org/10.1016/j.insmatheco.2007.03.004
• Chen F; Zhu J; Li Z, 2008, 'Upper bounds for the ruin probabilities of the entrance-based risk model', Communications in Statistics - Theory and Methods, vol. 37, pp. 2634 - 2652, http://dx.doi.org/10.1080/03610920801942447
• Zhu J; Yang H, 2008, 'Ruin probabilities of a dual Markov-modulated risk model', Communications in Statistics - Theory and Methods, vol. 37, pp. 3298 - 3307, http://dx.doi.org/10.1080/03610920802117080
• Zhu J; Yang H, 2008, 'Estimates for the absolute ruin probability in the compound Poisson risk model with credit and debit interest', Journal of Applied Probability, vol. 45, pp. 818 - 830, http://dx.doi.org/10.1239/jap/1222441831
• Zhu J, 2007, 'Discussion on: `Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debt interest` by J. Cai, H. U. Gerber and H. Yang', North American Actuarial Journal, vol. 10, pp. 116 - 118, http://dx.doi.org/10.1080/10920277.2006.10596253
• Li Z; Zhu J; Chen F, 2005, 'Study of a risk model based on the entrance process', Statistics and Probability Letters, vol. 72, pp. 1 - 10, http://dx.doi.org/10.1016/j.spl.2004.10.028