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Mean-variance Hedging with Bas...
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1
Mean‐variance hedging with basis risk
Xue, Xiaole
;
Zhang, Jingong
;
Weng, Chengguo
- In:
Applied Stochastic Models in Business and Industry
35
(
2018
)
3
,
pp. 704-716
Persistent link: https://www.econbiz.de/10012272401
Saved in:
2
Derivatives trading for insurers
Xue, Xiaole
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 40-53
Persistent link: https://www.econbiz.de/10011990431
Saved in:
3
Index insurance design
Zhang, Jinggong
;
Ken Seng Tan
;
Weng, Chengguo
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 491-523
Persistent link: https://www.econbiz.de/10012056617
Saved in:
4
Optimal dynamic longevity hedge with basis risk
Ken Seng Tan
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
5
Blended insurance scheme : a synergistic conventional-index insurance mixture
Zhang, Jinggong
- In:
Insurance : mathematics and economics
119
(
2024
),
pp. 93-105
Persistent link: https://www.econbiz.de/10015067213
Saved in:
6
Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang
;
Ji, Shaolin
;
Xue, Xiaole
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362
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7
The perturbation method applied to a robust optimization problem with constraint
Luo, Peng
;
Schied, Alexander
;
Xue, Xiaole
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10015045584
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8
Neighbouring prediction for mortality
Wang, Chou-Wen
;
Zhang, Jinggong
;
Zhu, Wenjun
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 689-718
Persistent link: https://www.econbiz.de/10012656717
Saved in:
9
Optimal design of raising retirement age
Zhang, Jinggong
;
Zhu, Xiaobai
- In:
North American actuarial journal : NAAJ ; leading the …
29
(
2025
)
1
,
pp. 119-143
Persistent link: https://www.econbiz.de/10015371155
Saved in:
10
Flexible weather index insurance design with penalized splines
Ken Seng Tan
;
Zhang, Jinggong
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014513805
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