Zhibin Liang

Nanjing Normal University

Ninghai Road 122, Gulou District

Nanjing, 210046

China

  • Nanjing Normal University

SCHOLARLY PAPERS

3

DOWNLOADS

136

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

Minimizing the Penalized Probability of Absolute Ruin with Extremely Ambiguity-Averse and Ambiguity-Loving Preferences

Number of pages: 33 Posted: 27 Mar 2023
Yu Yuan, Xia Han, Zhibin Liang and Kam Chuen Yuen
Nanjing University of Information Science and Technology, Nankai University - School of Mathematical Sciences and LPMC, Nanjing Normal University and The University of Hong Kong
Downloads 70 (725,268)

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Optimal per-loss reinsurance strategy, Dependent risks, Penalized probability of absolute ruin, Model uncertainty, Ambiguity-averse/loving preference

2.

Optimal Per-Loss Reinsurance and Investment Problem Under Negative Correlation Assumption

Number of pages: 28 Posted: 28 Mar 2023
Fudong Wang and Zhibin Liang
Nanjing Normal University and Nanjing Normal University
Downloads 39 (951,941)

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optimal reinsurance-investment strategy, per-loss reinsurance, negative correlation, absolute ruin, expected utility

3.

Stackelberg Equilibrium Strategies between Community-Based Insurance Demand and Government Interventions

Number of pages: 36 Posted: 11 Apr 2025
Fudong Wang, Zhibin Liang and Yiying Zhang
Southern University of Science and Technology, Nanjing Normal University and Southern University of Science and Technology
Downloads 27 (1,081,274)

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Stackelberg differential game, community-based insurance, government intervention, premium subsidy, disaster relief