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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
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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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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
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A mean field game approach to relative investment-consumption games with habit formation
Liang, Zongxia; Zhang, Keyu - In: Mathematics and financial economics 18 (2024) 4, pp. 577-622
Persistent link: https://www.econbiz.de/10015189215
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A Stackelberg reinsurance-investment game underα-maxminmean-variance criterion and stochastic volatility
Guana, Guohui; Liang, Zongxia; Song, Yilun - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 28-63
Persistent link: https://www.econbiz.de/10014519918
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A two-layer stochastic game approach to reinsurance contracting and competition
Liang, Zongxia; Xia, Yi; Zou, Bin - 2024
Persistent link: https://www.econbiz.de/10015357891