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Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 57 (2014), pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
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Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 69 (2016), pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
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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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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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Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 61 (2015), pp. 227-234
Persistent link: https://www.econbiz.de/10010515880
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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
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Dynamic optimal adjustment policies of hybrid pension plans
He, Lin; Liang, Zongxia; Wang, Sheng - In: Insurance / Mathematics & economics 106 (2022), pp. 46-68
Persistent link: https://www.econbiz.de/10013380453