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Optimal management of DB pension fund under both underfunded and overfunded cases
Guan, Guohui; Liang, Zongxia; Xia, Yi - In: Scandinavian actuarial journal 2024 (2024) 6, pp. 583-624
Persistent link: https://www.econbiz.de/10015052471
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Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility
Guan, Guohui; Wang, Xiaojun - In: Scandinavian actuarial journal 2020 (2020) 8, pp. 677-699
Persistent link: https://www.econbiz.de/10012313721
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On the analysis of a discrete-time risk model with INAR(1) processes
Guan, Guohui; Hu, Xiang - In: Scandinavian actuarial journal 2022 (2022) 2, pp. 115-138
Persistent link: https://www.econbiz.de/10012872653
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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
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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
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A Stackelberg reinsurance-investment game underα-maxminmean-variance criterion and stochastic volatility
Guana, Guohui; Liang, Zongxia; Song, Yilun - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 28-63
Persistent link: https://www.econbiz.de/10014519918
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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