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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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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
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On the analysis of a discrete-time risk model with INAR(1) processes
Guan, Guohui; Hu, Xiang - In: Scandinavian actuarial journal 2022 (2022) 2, pp. 115-138
Persistent link: https://www.econbiz.de/10012872653
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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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Optimal DB-PAYGO pension management towards a habitual contribution rate
He, Lin; Liang, Zongxia; Yuan, Fengyi - In: Insurance / Mathematics & economics 94 (2020), pp. 125-141
Persistent link: https://www.econbiz.de/10012419185
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A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities
Liang, Zongxia; Liu, Yang; Ma, Ming; Vinoth, Rahul Pothi - In: Quantitative finance 24 (2024) 2, pp. 281-303
Persistent link: https://www.econbiz.de/10014551987