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Optimal control of DC pension plan management under two incentive schemes

He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 1, pp. 120-141

Persistent link: https://www.econbiz.de/10012180636

Robust dividend, financing, and reinsurance strategies under model uncertainty with proportional transaction costs

Guan, Guohui; He, Lin; Liang, Zongxia; Liu, Yang; … - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 2, pp. 261-284

Persistent link: https://www.econbiz.de/10014566476

Weighted utility optimization of the participating endowment contract

He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming - In: Scandinavian actuarial journal 2020 (2020) 7, pp. 577-613

Persistent link: https://www.econbiz.de/10012313716

Optimal DB-PAYGO pension management towards a habitual contribution rate

He, Lin; Liang, Zongxia; Yuan, Fengyi - In: Insurance 94 (2020), pp. 125-141

Persistent link: https://www.econbiz.de/10012419185

Optimal asset allocation, consumption and retirement time with the variation in habitual persistence

He, Lin; Liang, Zongxia; Song, Yilun; Qi, Ye - In: Insurance 102 (2022), pp. 188-202

Persistent link: https://www.econbiz.de/10013271971

Optimal contribution rate of PAYGO pension

He, Lin; Liang, Zongxia; Song, Yilun; Qi, Ye - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 505-531

Persistent link: https://www.econbiz.de/10012588356

Dynamic optimal adjustment policies of hybrid pension plans

He, Lin; Liang, Zongxia; Wang, Sheng - In: Insurance 106 (2022), pp. 46-68

Persistent link: https://www.econbiz.de/10013380453

Optimal mix among PAYGO, EET and individual savings

He, Lin; Liang, Zongxia; Ren, Zhaojie; Song, Yilun - In: Scandinavian actuarial journal 2024 (2024) 5, pp. 463-505

Persistent link: https://www.econbiz.de/10014520572

Optimal financing and dividend control of the insurance company with proportional reinsurance policy

He, Lin; Liang, Zongxia - In: Insurance: Mathematics and Economics 42 (2008) 3, pp. 976-983

We consider the optimal control problem of the insurance company with proportional reinsurance policy. The management of the company controls the reinsurance rate, dividends payout as well as the equity issuance processes to maximize the expected present value of the dividends minus the equity...

Persistent link: https://www.econbiz.de/10005374665

Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs

He, Lin; Liang, Zongxia - In: Insurance: Mathematics and Economics 44 (2009) 1, pp. 88-94

We consider the optimal financing and dividend control problem of the insurance company with fixed and proportional transaction costs. The management of the company controls the reinsurance rate, dividends payout as well as the equity issuance process to maximize the expected present value of...

Persistent link: https://www.econbiz.de/10005374889