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Markowitz’s mean-variance asset-liability management with regime switching : a time-consistent approach
Wei, J.; Wong, K. C.; Yam, Sheung Chi Phillip; Yung, S. P. - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 281-291
Persistent link: https://www.econbiz.de/10009785391
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On dividend strategies with non-exponential discounting
Zhao, Qian; Wei, Jiaqin; Wang, Rongming - In: Insurance / Mathematics & economics 58 (2014), pp. 1-13
Persistent link: https://www.econbiz.de/10010437647
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Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao; Wang, Rongming; Wei, Jiaqin - In: Insurance / Mathematics & economics 85 (2019), pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
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Time-consistent mean-variance asset-liability management with random coefficients
Wei, Jiaqin; Wang, Tianxiao - In: Insurance / Mathematics & economics 77 (2017), pp. 84-96
Persistent link: https://www.econbiz.de/10011783919
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Exponential utility maximization for an insurer with time-inconsistent preferences
Zhao, Qian; Wang, Rongming; Wei, Jiaqin - In: Insurance / Mathematics & economics 70 (2016), pp. 89-104
Persistent link: https://www.econbiz.de/10011597189
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Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods
Zhang, Jinhui; Purcal, T. Sachi; Wei, Jiaqin - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 80-90
Persistent link: https://www.econbiz.de/10012793911