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1.Yajie Wang,Ximin Rong and Hui Zhao*,Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model,Journal of Computational and Applied Mathematics,328(2018),414-431
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2.Hui Zhao, Chengguo Weng and Yan Zeng, Time-consistent Investment-reinsurance Strategies towards Joint Interests of the Insurer and the Reinsurer under CEV Models, SCIENCE CHINA Mathematics, 2017, 72(1): 6-20.
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3.Danping Li, XiminRong, Hui Zhao, Bo Yi., Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. Insurance: Mathematics and Economics, 2017, 72: 6-20.
4.Hui Zhao, Yang Shen, Yan Zeng, Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security, Journal of Mathematical Analysis and Applications, 2016, 437(2), 1036-1057. (SCI: 000370312500014)
5.Danping Li, XiminRong, Hui Zhao*,The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model, IMA Journal of Management Mathematics, 2016, 27(2): 255-280.(SCI: 000374236000009)
6.Danping Li, XiminRong, Hui Zhao*, Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model, Computational and Applied Mathematics, 2016, 35(2): 533-557. (SCI: 000378929000012)
7.Danping Li, XiminRong, Hui Zhao*,Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model, Journal of Systems Science and Complexity,2016,29(2): 428-454. (SCI: 000373369500009)
8.Hui Zhao, XiminRong, Optimal investment for an insurer with modified periodicrisk process in an incomplete market, Journal of Systems Science and Complexity,2015, 28(4), 997-1014. (SCI: 000356820600016)
9.Hui Zhao, Ximin Rong, On the constant elasticity of variance model for the utility maximization problem with multiple risky assets, IMA Journal of Management Mathematics, 2015, published online, doi:10.1093/imaman/dpv011.
10.Danping Li, XiminRong, Hui Zhao*,Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk, Insurance: Mathematics& Economics, 2015, 64(3): 28-44. (SCI: 000374236000009)
11.Danping Li, XiminRong, Hui Zhao*,Stochastic differential game formulation on the reinsurance and investment problem, International Journal of Control, 2015, 88(9): 1861-1877. (SCI: 000358160800017)
12.Danping Li, XiminRong, Hui Zhao*,Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model, Journal of Computational and Applied Mathematics,2015, 283(1): 142-162. (SCI: 000351645000011)
13.Danping Li, XiminRong, Hui Zhao*,Optimal investment problem for an insurer and a reinsurer, Journal of Systems Science and Complexity, 2015, 28(6): 1326-1343. (SCI: 000365875400007)
14.Danping Li, Ximin Rong, Hui Zhao*, Optimal reinsurance-investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model, Journal of Computational and Applied Mathematics, 2014, 255(1), 671-683. (SCI: 000326201800052)
15.JieXiong, Shuanqi Zhang, Hui Zhao, XihuanZeng, Optimal proportional reinsurance and investmentproblem with jump-diffusion risk process under effect of inside information, Frontiers of Mathematics in China, 2014, 9(4): 965-982. (SCI: 000340423400015)
16.Hui Zhao, Ximin Rong, Yonggan Zhao, Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model, Insurance: Mathematics and Economics, 2013, 53(3), 504-514. (SCI: 000328659700002)
17.Hui Zhao, Ximin Rong, Jiling Cao, Optimal investment with multiple risky assets for an insurer in an incomplete market, Discrete Dynamics in Nature and Society, 2013, /(/), 1-12. (SCI: 000317505300001)
18.Hui Zhao, Ximin Rong, Portfolio selection problem with multiple risky assets under the constant elasticity of variance model, Insurance: Mathematics and Economics, 2012, 50(1), 179-190. (SCI: 000300264200019)
19.Chi Chung Siu，Sheung Chi Phillip Yam，Hailiang Yang，Hui Zhao，Aclass of nonzero-sum investment and reinsurance games subject to systematicrisks，Scandinavian Actuarial Journal, accepted.
