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~isPartOf:"Insurance / Mathematics & economics"
~person:"Lu, Yi"
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Lu, Yi
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Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
Wang, Suxin
;
Lu, Yi
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 46-62
Persistent link: https://www.econbiz.de/10012133507
Saved in:
2
Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
Wang, Suxin
;
Lu, Yi
;
Sanders, Barbara
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011872903
Saved in:
3
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li
;
Lin, Luyao
;
Lu, Yi
;
Parker, Gary
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
Saved in:
4
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:
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