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Minimizing the probability of ruin : optimal per-loss reinsurance

Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 82 (2018), pp. 181-190

Persistent link: https://www.econbiz.de/10011929867

Annuitization and asset allocation under exponential utility

Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 79 (2018), pp. 167-183

Persistent link: https://www.econbiz.de/10011825434

Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin

Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. - In: Insurance / Mathematics & economics 92 (2020), pp. 128-146

Persistent link: https://www.econbiz.de/10012242047

Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate

Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 187-221

Persistent link: https://www.econbiz.de/10012194122

Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin

Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 112 (2023), pp. 80-96

Persistent link: https://www.econbiz.de/10014446728

Optimal insurance to maximize RDEU under a distortion-deviation premium principle

Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R. - In: Insurance / Mathematics & economics 104 (2022), pp. 35-59

Persistent link: https://www.econbiz.de/10013264935

A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin

Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 619-643

Persistent link: https://www.econbiz.de/10013270079

Optimal investment strategy for DC pension schemes under partial information

Ban, Manli; He, Hua; Liang, Xiaoqing - In: Risks : open access journal 10 (2022) 11, pp. 1-20

We consider a defined-contribution (DC)-pension-fund-management problem under partial information. The fund manager is allowed to invest the wealth from the fund account into a financial market consisting of a risk-free account, a stock and a rolling bond. The aim of the fund manager is to...

Persistent link: https://www.econbiz.de/10014226044

A note on optimal expected utility of dividend payments with proportional reinsurance

Liang, Xiaoqing; Palmowski, Zbigniew - In: Scandinavian actuarial journal (2018) 4, pp. 275-293

Persistent link: https://www.econbiz.de/10011881090

Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process

Liang, Xiaoqing; Lu, Yi - In: Insurance / Mathematics & economics 77 (2017), pp. 119-132

Persistent link: https://www.econbiz.de/10011783928