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Optimal contribution rate of PAYGO pension
He, Lin; Liang, Zongxia; Song, Yilun; Qi, Ye - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 505-531
Persistent link: https://www.econbiz.de/10012588356
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Optimal control of DC pension plan management under two incentive schemes
He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 1, pp. 120-141
Persistent link: https://www.econbiz.de/10012180636
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Consumption-investment problem with pathwise ambiguity under logarithmic utility
Liang, Zongxia; Ma, Ming - In: Mathematics and financial economics 13 (2019) 4, pp. 519-541
Persistent link: https://www.econbiz.de/10012055872
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Dynamic optimal adjustment policies of hybrid pension plans
He, Lin; Liang, Zongxia; Wang, Sheng - In: Insurance / Mathematics & economics 106 (2022), pp. 46-68
Persistent link: https://www.econbiz.de/10013380453
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A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities
Liang, Zongxia; Liu, Yang; Ma, Ming; Vinoth, Rahul Pothi - In: Quantitative finance 24 (2024) 2, pp. 281-303
Persistent link: https://www.econbiz.de/10014551987
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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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Optimal mix among PAYGO, EET and individual savings
He, Lin; Liang, Zongxia; Ren, Zhaojie; Song, Yilun - In: Scandinavian actuarial journal 2024 (2024) 5, pp. 463-505
Persistent link: https://www.econbiz.de/10014520572
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Consumption-investment decisions with endogenous reference point and drawdown constraint
Liang, Zongxia; Luo, Xiaodong; Yuan, Fengyi - In: Mathematics and financial economics 17 (2023) 2, pp. 285-334
Persistent link: https://www.econbiz.de/10014328923
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Weak equilibria for time-inconsistent control : with applications to investment-withdrawal decisions
Liang, Zongxia; Yuan, Fengyi - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 891-945
Persistent link: https://www.econbiz.de/10014329919
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Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
He, Lin; Liang, Zongxia; Song, Yilun; Qi, Ye - In: Insurance / Mathematics & economics 102 (2022), pp. 188-202
Persistent link: https://www.econbiz.de/10013271971