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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Liang, Xiaoqing"
~person:"Peng, Xingchun"
~person:"Yam, Sheung Chi Phillip"
~subject:"Deductible insurance"
~subject:"Zinsstruktur"
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Portfolio selection
Deductible insurance
Zinsstruktur
Theorie
18
Theory
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Portfolio-Management
10
Reinsurance
7
Rückversicherung
7
Risiko
4
Risikomodell
4
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4
Economics of insurance
3
Investment
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Risk management
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Entscheidung unter Unsicherheit
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Insiderhandel
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Life insurance
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Malliavin calculus
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Risk measure
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Absolutely continuous annuitization rate
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Liang, Xiaoqing
Peng, Xingchun
Yam, Sheung Chi Phillip
Liang, Zongxia
11
Zeng, Yan
10
Li, Zhongfei
9
Young, Virginia R.
7
Mao, Tiantian
6
Wang, Ruodu
6
Yao, Haixiang
6
Guan, Guohui
5
Li, Danping
5
Chen, Ping
4
Dhaene, Jan
4
Furman, Edward
4
Landsman, Zinoviy
4
Rüschendorf, Ludger
4
Shen, Yang
4
Tang, Qihe
4
Wong, Hoi Ying
4
Zhao, Hui
4
Cheung, Ka Chun
3
Chiu, Mei Choi
3
Cossette, Hélène
3
Gan, Guojun
3
Gu, Ailing
3
Guillén, Montserrat
3
Koch Medina, Pablo
3
Lai, Yongzeng
3
Li, Jinzhu
3
Liang, Zhibin
3
Mandjes, Michel
3
Marceau, Etienne
3
Rong, Ximin
3
Tan, Ken Seng
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Trufin, Julien
3
Wei, Jiaqin
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Weng, Chengguo
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Risk and decision analysis
1
Risks : open access journal
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Scandinavian actuarial journal
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ECONIS (ZBW)
12
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1
Optimal investment, consumption and life insurance purchase with learning about return predictability
Peng, Xingchun
;
Li, Baihui
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 70-95
Persistent link: https://www.econbiz.de/10014466205
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
5
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
6
Mean-risk portfolio management with bankruptcy prohibition
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Zeng, Jinli
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 153-172
Persistent link: https://www.econbiz.de/10011990627
Saved in:
7
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
Saved in:
8
Optimal investment and risk control for an insurer under inside information
Peng, Xingchun
;
Wang, Wenyuan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
Saved in:
9
The optimal insurance under disappointment theories
Cheung, Ka Chun
;
Chong, W. F.
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 77-90
Persistent link: https://www.econbiz.de/10011397943
Saved in:
10
Optimal proportional reinsurance and investment under partial information
Peng, Xingchun
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 416-428
Persistent link: https://www.econbiz.de/10010195913
Saved in:
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