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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Guan, Guohui"
~person:"Liang, Zhibin"
~subject:"Loss aversion"
~subject:"Zinsstruktur"
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Portfolio selection
Loss aversion
Zinsstruktur
Theorie
11
Theory
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9
Rückversicherung
9
Portfolio-Management
8
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6
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Guan, Guohui
Liang, Zhibin
Liang, Zongxia
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Li, Zhongfei
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Yao, Haixiang
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Young, Virginia R.
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Yam, Sheung Chi Phillip
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Gu, Ailing
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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
2
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
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ECONIS (ZBW)
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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:
2
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:
3
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:
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
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:
6
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:
7
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:
8
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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