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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Liang, Xiaoqing"
~person:"Yam, Sheung Chi Phillip"
~subject:"Zinsstruktur"
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Portfolio selection
Zinsstruktur
Theorie
13
Theory
13
Portfolio-Management
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Reinsurance
4
Risikomodell
4
Risk model
4
Rückversicherung
4
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Risiko
3
Risk
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Versicherungsökonomik
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Deductible insurance
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Probability theory
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Absolutely continuous annuitization rate
1
Adverse Selektion
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Adverse selection
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Age-dependent force of mortality
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Agency theory
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Bankruptcy prohibition
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Classical risk model
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Liang, Xiaoqing
Yam, Sheung Chi Phillip
Liang, Zongxia
11
Zeng, Yan
10
Li, Zhongfei
9
Mao, Tiantian
6
Yao, Haixiang
6
Young, Virginia R.
6
Guan, Guohui
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Li, Danping
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Wang, Ruodu
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Gu, Ailing
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Koch Medina, Pablo
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Lai, Yongzeng
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Risk and decision analysis
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Risks : open access journal
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ECONIS (ZBW)
7
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1
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
Saved in:
2
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
3
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
4
Mean-risk portfolio management with bankruptcy prohibition
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Zeng, Jinli
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 153-172
Persistent link: https://www.econbiz.de/10011990627
Saved in:
5
Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process
Liang, Xiaoqing
;
Lu, Yi
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 119-132
Persistent link: https://www.econbiz.de/10011783928
Saved in:
6
Markowitz’s mean-variance asset-liability management with regime switching : a time-consistent approach
Wei, J.
;
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Yung, S. P.
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 281-291
Persistent link: https://www.econbiz.de/10009785391
Saved in:
7
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
Chen, Ping
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 871-883
Persistent link: https://www.econbiz.de/10010227791
Saved in:
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