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Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 643-649
Persistent link: https://www.econbiz.de/10010227913
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Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 55 (2014), pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
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Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 88-94
Persistent link: https://www.econbiz.de/10009517656
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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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Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 61 (2015), pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
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Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 404-410
Persistent link: https://www.econbiz.de/10009736093
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Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
Liang, Zongxia; Song, Min - In: Insurance / Mathematics & economics 65 (2015), pp. 66-76
Persistent link: https://www.econbiz.de/10011422871
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Minimization of absolute ruin probability under negative correlation assumption
Liang, Zongxia; Long, Mingsi - In: Insurance / Mathematics & economics 65 (2015), pp. 247-258
Persistent link: https://www.econbiz.de/10011428668
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Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
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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