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Annuitization and asset allocation under exponential utility
Liang, Xiaoqing; Young, Virginia R. - In: Insurance 79 (2018), pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
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Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. - In: Insurance 92 (2020), pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
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Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate
Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 187-221
Persistent link: https://www.econbiz.de/10012194122
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Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing; Young, Virginia R. - In: Insurance 82 (2018), pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
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Optimal insurance to maximize RDEU under a distortion-deviation premium principle
Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R. - In: Insurance 104 (2022), pp. 35-59
Persistent link: https://www.econbiz.de/10013264935
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A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 619-643
Persistent link: https://www.econbiz.de/10013270079
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Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing; Young, Virginia R. - In: Insurance 112 (2023), pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
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Bayesian adaptive portfolio optimization for DC pension plans
Gao, Shuping; Guo, Junyi; Liang, Xiaoqing - In: Insurance : mathematics and economics 122 (2025), pp. 262-274
Persistent link: https://www.econbiz.de/10015432090
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Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process
Liang, Xiaoqing; Lu, Yi - In: Insurance 77 (2017), pp. 119-132
Persistent link: https://www.econbiz.de/10011783928
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Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi - In: Insurance 70 (2016), pp. 150-161
Persistent link: https://www.econbiz.de/10011597256