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~subject:"Portfolio selection"
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Optimal reinsurance and invest...
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Portfolio selection
Theorie
29
Theory
29
Portfolio-Management
25
Pension fund
14
Pensionskasse
14
Reinsurance
12
Rückversicherung
12
Stochastic process
10
Stochastischer Prozess
10
Altersvorsorge
8
Retirement provision
8
Betriebliche Altersversorgung
7
Nash equilibrium
7
Occupational pension plan
7
Risiko
7
Risk
7
Stochastic dynamic programming
7
Defined contribution pension plan
6
Dynamic programming
6
Dynamische Optimierung
6
Game theory
6
Insurance
6
Nash-Gleichgewicht
6
Proportional reinsurance
6
Spieltheorie
6
Versicherung
6
DC pension plan
5
Inflation
5
Stochastic interest rate
5
Consumer behaviour
4
Decision under uncertainty
4
Dividend
4
Dividende
4
Entscheidung unter Unsicherheit
4
Interest rate
4
Konsumentenverhalten
4
Optimal asset allocation
4
Risikoaversion
4
Risikomodell
4
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18
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1
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Article
24
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1
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Article in journal
24
Aufsatz in Zeitschrift
24
Language
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English
25
Author
All
Liang, Zongxia
22
Guan, Guohui
12
He, Lin
7
Liu, Yang
3
Ma, Ming
3
Xia, Yi
2
Feng, Jian
1
Hu, Xiang
1
Li, Bin
1
Long, Mingsi
1
Ma, Xingjian
1
Qi, Ye
1
Song, Min
1
Song, Yilun
1
Vinoth, Rahul Pothi
1
Wang, Xiaojun
1
Yuan, Fengyi
1
Zhang, Litian
1
Zhao, Xiaoyang
1
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Insurance / Mathematics & economics
15
Scandinavian actuarial journal
2
European journal of operational research : EJOR
1
Insurance : mathematics and economics
1
Journal of economic dynamics & control
1
Mathematics and financial economics
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Quantitative finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
25
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
5
Time-consistent proportional reinsurance and investment strategies under ambiguous environment
Guan, Guohui
;
Liang, Zongxia
;
Feng, Jian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 122-133
Persistent link: https://www.econbiz.de/10011944107
Saved in:
6
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
7
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
Saved in:
8
Robust dividend, financing, and reinsurance strategies under model uncertainty with proportional transaction costs
Guan, Guohui
;
He, Lin
;
Liang, Zongxia
;
Liu, Yang
; …
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10014566476
Saved in:
9
Optimal annuitization and asset allocation under linear habit formation
Guan, Guohui
;
Liang, Zongxia
;
Ma, Xingjian
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 176-191
Persistent link: https://www.econbiz.de/10015049389
Saved in:
10
Equilibrium mean-variance reinsurance and investment strategies for a general insurance company under smooth ambiguity
Guan, Guohui
;
Hu, Xiang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225737
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