Author Page for Bin Zou

Hedging with Automatic Liquidation and Leverage Selection on Bitcoin Futures

Number of pages: 30 Posted: 19 Jan 2021 Last Revised: 22 Apr 2022

University of Sussex Business School, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Connecticut - Department of Mathematics

Downloads 619 (92,768)

Citation 10

Abstract:

2.

Optimal Bitcoin Trading with Inverse Futures

Number of pages: 31 Posted: 24 Aug 2019

Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou

University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics

Downloads 286 (226,787)

Citation 5

Abstract:

3.

Risk Structure and Optimal Hedging of Bitcoin Inverse Futures

Number of pages: 34 Posted: 25 Sep 2019

Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou

University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics

Downloads 237 (274,035)

Abstract:

4.

Systemic Risk and Optimal Fee Structure for Central Clearing Counterparty Under Partial Netting

Number of pages: 23 Posted: 28 Oct 2016 Last Revised: 18 Jan 2018

Zhenyu Cui, Qi Feng, Ruimeng Hu and Bin Zou

Stevens Institute of Technology - School of Business, University of Connecticut, University of California, Santa Barbara (UCSB) and University of Connecticut - Department of Mathematics

Downloads 222 (291,914)

Citation 2

Abstract:

5.

A Mathematical Analysis of Technical Analysis

A Mathematical Analysis of Technical Analysis. Applied Mathematical Finance, 26(1), 38-68, 2019

Number of pages: 29 Posted: 30 Jun 2019

Matthew Lorig, Zhou Zhou and Bin Zou

University of Washington - Applied Mathematics, The University of Sydney - School of Mathematics and University of Connecticut - Department of Mathematics

Downloads 178 (358,476)

Abstract:

6.

Minimum-Variance Hedging of Bitcoin Inverse Futures

Accepted in Applied Economics

Number of pages: 29 Posted: 18 Mar 2020 Last Revised: 07 Jul 2020

Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou

University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics

Downloads 172 (369,400)

Citation 7

Abstract:

7.

Mean-Variance Tradeoff of Bitcoin Inverse Futures

Accepted by Blockchain https://elspublishing.com/journals/blockchain/home/

Number of pages: 15 Posted: 24 Mar 2020 Last Revised: 13 Jun 2024

Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou

University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), Zhongnan University of Economics and Law and University of Connecticut - Department of Mathematics

Downloads 153 (408,493)

Abstract:

8.

Optimal Bookmaking

Accepted for publication in European Journal of Operational Research

Number of pages: 35 Posted: 09 Jul 2019 Last Revised: 06 Mar 2021

Matthew Lorig, Zhou Zhou and Bin Zou

University of Washington - Applied Mathematics, The University of Sydney - School of Mathematics and University of Connecticut - Department of Mathematics

Downloads 133 (457,246)

Abstract:

9.

Stackelberg Differential Game for Insurance Under Model Ambiguity

Number of pages: 31 Posted: 29 Dec 2021

Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou

York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics

Downloads 122 (489,422)

Abstract:

10.

Liquidity Provision and Its Information Content in Decentralized Markets

Number of pages: 33 Posted: 11 Oct 2023

Tian Chen, Jun Deng, Qi Fu and Bin Zou

University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Connecticut - Department of Mathematics

Downloads 111 (529,271)

Abstract:

11.

Optimal Fee Structure of Variable Annuities

Number of pages: 25 Posted: 07 May 2021

Gu Wang and Bin Zou

Worcester Polytechnic Institute and University of Connecticut - Department of Mathematics

Downloads 111 (525,769)

Citation 1

Abstract:

12.

A Set-Valued Markov Chain Approach to Credit Default

Number of pages: 41 Posted: 12 Sep 2018 Last Revised: 06 Oct 2019

Dianfa Chen, Jun Deng, Jianfen Feng and Bin Zou

Nankai University, University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Connecticut - Department of Mathematics

Downloads 95 (586,731)

Abstract:

13.

Reinsurance Games with Two Reinsurers: Tree Versus Chain

European Journal of Operational Research, Forthcoming; https://doi.org/10.1016/j.ejor.2023.04.005

Number of pages: 37 Posted: 03 May 2023

Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou

York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics

Downloads 88 (615,472)

Abstract:

14.

Optimal Loss Reporting in Continuous Time with Full Insurance

Number of pages: 36 Posted: 22 May 2024 Last Revised: 06 Feb 2025

Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou

York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics

Downloads 87 (619,772)

Abstract:

15.

Stackelberg Reinsurance Chain Under Model Ambiguity

Scandinavian Actuarial Journal, Forthcoming

Number of pages: 34 Posted: 25 Aug 2022 Last Revised: 15 Mar 2024

Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou

York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics

Downloads 86 (624,210)

Citation 3

Abstract:

16.

Liquidity Provision and its Information Content In Decentralized Markets

Number of pages: 53 Posted: 20 Sep 2023 Last Revised: 05 Mar 2025

Tian Chen, Jun Deng, Qi Fu and Bin Zou

University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics and University of Connecticut - Department of Mathematics

Downloads 69 (712,386)

Citation 1

Abstract:

17.

Co-opetition in Reinsurance Markets: When Pareto Meets Stackelberg and Nash

Number of pages: 32 Posted: 11 Feb 2025

Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou

York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics

Downloads 66 (723,858)

Abstract:

18.

Bond Indifference Prices

Quantitative Finance, Forthcoming

Number of pages: 23 Posted: 19 Jan 2021

Matthew Lorig and Bin Zou

University of Washington - Applied Mathematics and University of Connecticut - Department of Mathematics

Downloads 65 (729,564)

Abstract:

19.

Stackelberg Differential Game for Insurance under Model Ambiguity: General Divergence

Accepted for publication in Scandinavian Actuarial Journal

Number of pages: 37 Posted: 18 Nov 2022

Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou

York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics

Downloads 54 (807,414)

Abstract:

20.

Equilibrium Loss Reporting for a Risk-Averse Insured of Deductible Insurance

Number of pages: 24 Posted: 23 Aug 2023

Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou

York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics

Downloads 51 (822,170)

Abstract:

21.

Optimal Insurance to Maximize Exponential Utility When Premium is Computed by a Convex Functional

Forthcoming in SIAM Journal on Financial Mathematics

Number of pages: 12 Posted: 13 Feb 2024

Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou

York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics

Downloads 44 (878,639)

Citation 2

Abstract:

22.

A Dynamic Credibility Model with Self-Excitation and Exponential Decay

Proceedings of the 2022 Winter Simulation Conference

Number of pages: 10 Posted: 02 Nov 2022

Himchan Jeong and Bin Zou

Simon Fraser University - Department of Statistics and Actuarial Science and University of Connecticut - Department of Mathematics

Downloads 38 (933,169)

Abstract:

23.

Continuous-Time Optimal Reporting with Full Insurance under the Mean-Variance Criterion

Insurance: Mathematics and Economics

Number of pages: 31 Posted: 20 Dec 2024

Jingyi Cao, Dongchen Li, V.R. Young and Bin Zou

York University, York University, University of Michigan at Ann Arbor - Department of Mathematics and University of Connecticut - Department of Mathematics

Downloads 33 (983,267)

Citation 1

Abstract:

24.

Development of Telematics Risk Scores in Accordance with Regulatory Compliance

Number of pages: 26 Posted: 31 Jan 2025

Hashan Peiris, Himchan Jeong and Bin Zou

Simon Fraser University- Department of Statistics and Actuarial Science, Simon Fraser University - Department of Statistics and Actuarial Science and University of Connecticut - Department of Mathematics

Downloads 24 (1,085,443)

Abstract:

25.

A Two-Layer Stochastic Game Approach to Reinsurance Contracting and Competition

Number of pages: 29 Posted: 11 May 2024

Zongxia Liang, Yi Xia and Bin Zou

Tsinghua University, affiliation not provided to SSRN and University of Connecticut - Department of Mathematics

Downloads 18 (1,185,169)

Citation 1

Bin Zou

University of Connecticut - Department of Mathematics

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