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Optimal reinsurance and invest...
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Liang, Zongxia
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9
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Insurance / Mathematics & economics
14
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5
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2
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1
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1
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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