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~subject:"Rückversicherung"
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Rückversicherung
Theorie
29
Theory
29
Portfolio selection
25
Portfolio-Management
25
Pension fund
14
Pensionskasse
14
Reinsurance
12
Stochastic process
10
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8
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Nash equilibrium
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Risk
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Stochastic dynamic programming
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Defined contribution pension plan
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Dynamic programming
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Dynamische Optimierung
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Game theory
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Insurance
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Nash-Gleichgewicht
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Proportional reinsurance
6
Spieltheorie
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Versicherung
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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
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Optimal asset allocation
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Risikoaversion
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12
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Liang, Zongxia
8
Guan, Guohui
7
Hu, Xiang
2
Feng, Jian
1
Guan, Huiqi
1
Guana, Guohui
1
He, Lin
1
Li, Bin
1
Liu, Yang
1
Long, Mingsi
1
Song, Min
1
Song, Yilun
1
Wang, Xiaojun
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Xia, Yi
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Zhang, Litian
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Insurance / Mathematics & economics
5
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Scandinavian actuarial journal
2
Journal of economic dynamics & control
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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
Saved in:
5
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
Saved in:
6
Time-consistent investment and reinsurance strategies for mean-variance insurers in n-agent and mean-field games
Guan, Guohui
;
Hu, Xiang
- In:
North American actuarial journal : NAAJ ; leading the …
26
(
2022
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10013483232
Saved in:
7
Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
Guan, Guohui
;
Li, Bin
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013539527
Saved in:
8
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Guan, Huiqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 109-122
Persistent link: https://www.econbiz.de/10010259664
Saved in:
9
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
Saved in:
10
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
Saved in:
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