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Optimal reinsurance and invest...
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Theorie
29
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25
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14
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14
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12
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12
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Entscheidung unter Unsicherheit
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Optimal asset allocation
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Liang, Zongxia
66
He, Lin
26
Guan, Guohui
18
Liu, Yang
7
Ma, Ming
6
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4
Song, Yilun
4
Hou, Ping
3
Hu, Xiang
3
Xia, Yi
3
Yuan, Fengyi
3
Guan, Huiqi
2
Qi, Ye
2
Wu, Weiming
2
Yao, Jicheng
2
Zhang, Litian
2
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1
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1
Hu, Jiaqi
1
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1
Li, Bin
1
Long, Mingsi
1
Luo, Xiaodong
1
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1
Ren, Zhaojie
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1
Song, Min
1
Sun, Bin
1
Vinoth, Rahul Pothi
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Insurance / Mathematics & economics
29
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10
Papers / arXiv.org
7
Scandinavian actuarial journal
7
Mathematics and financial economics
3
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
3
European journal of operational research : EJOR
1
Finance and stochastics
1
Insurance : mathematics and economics
1
Journal of economic dynamics & control
1
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1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Stochastic Processes and their Applications
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ECONIS (ZBW)
44
RePEc
18
OLC EcoSci
8
Other ZBW resources
1
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1
Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
Saved in:
2
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
3
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
Saved in:
4
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
5
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:
6
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:
7
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
Saved in:
8
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:
9
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:
10
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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