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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
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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
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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
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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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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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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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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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Optimal dividend and investing control of an insurance company with higher solvency constraints
Liang, Zongxia; Huang, Jianping - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 501-511
Persistent link: https://www.econbiz.de/10009404676
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Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Guan, Huiqi; Liang, Zongxia - In: Insurance / Mathematics & economics 54 (2014), pp. 109-122
Persistent link: https://www.econbiz.de/10010259664
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Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 643-649
Persistent link: https://www.econbiz.de/10010227913