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A stochastic Nash equilibrium portfolio game between two DC pension funds
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 70 (2016), pp. 237-244
Persistent link: https://www.econbiz.de/10011597279
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Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui; Hu, Jiaqi; Liang, Zongxia - In: Insurance / Mathematics & economics 106 (2022), pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
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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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A mean field game approach to relative investment-consumption games with habit formation
Liang, Zongxia; Zhang, Keyu - In: Mathematics and financial economics 18 (2024) 4, pp. 577-622
Persistent link: https://www.econbiz.de/10015189215
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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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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
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A two-layer stochastic game approach to reinsurance contracting and competition
Liang, Zongxia; Xia, Yi; Zou, Bin - 2024
Persistent link: https://www.econbiz.de/10015357891