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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Guan, Guohui"
~person:"Liang, Zhibin"
~subject:"Loss aversion"
~subject:"Zinsstruktur"
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Portfolio selection
Loss aversion
Zinsstruktur
Theorie
13
Theory
13
Reinsurance
11
Rückversicherung
11
Portfolio-Management
10
Stochastic process
6
Stochastischer Prozess
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Hamilton-Jacobi-Bellman equation
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Stochastic interest rate
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Entscheidung unter Unsicherheit
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Guan, Guohui
Liang, Zhibin
Liang, Zongxia
11
Zeng, Yan
10
Li, Zhongfei
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Mao, Tiantian
6
Yao, Haixiang
6
Young, Virginia R.
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Li, Danping
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Wang, Ruodu
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Chen, Ping
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Dhaene, Jan
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Landsman, Zinoviy
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Rüschendorf, Ludger
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Shen, Yang
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Tang, Qihe
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Yam, Sheung Chi Phillip
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Zhao, Hui
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Caporin, Massimiliano
3
Chiu, Mei Choi
3
Cossette, Hélène
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Gan, Guojun
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Gu, Ailing
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Guillén, Montserrat
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Hu, Duni
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Koch Medina, Pablo
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Lai, Yongzeng
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Liang, Xiaoqing
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Mandjes, Michel
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Marceau, Etienne
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Peng, Xingchun
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Rong, Ximin
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Tan, Ken Seng
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Trufin, Julien
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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ECONIS (ZBW)
10
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1
Optimal time-consistent reinsurance and investment strategies for a jump-diffusion financial market without cash
Zhang, Caibin
;
Liang, Zhibin
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413423
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
5
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:
6
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:
7
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence
Bi, Junna
;
Liang, Zhibin
;
Xu, Fangjun
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 245-258
Persistent link: https://www.econbiz.de/10011597285
Saved in:
8
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:
9
Optimal reinsurance and investment with unobservable claim size and intensity
Liang, Zhibin
;
Bayraktar, Erhan
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 156-166
Persistent link: https://www.econbiz.de/10010366184
Saved in:
10
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
Saved in:
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