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~accessRights:"restricted"
~person:"Liang, Zongxia"
~subject:"Defined contribution pension plan"
~subject:"Incomplete information"
~subject:"Theorie"
~subject:"World"
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Defined contribution pension plan
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4
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Liang, Zongxia
Fabozzi, Frank J.
25
Escobar, Marcos
22
Wang, Ruodu
16
Zaremba, Adam
16
Uppal, Raman
14
Wong, Wing Keung
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
13
Vanduffel, Steven
12
Zagst, Rudi
12
Cui, Xiangyu
11
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11
Li, Duan
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Wong, Hoi Ying
11
Bernard, Carole
10
Capponi, Agostino
10
Chen, An
10
Kim, Woo Chang
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Tiwari, Aviral Kumar
10
Chen, Zhiping
9
Dai, Min
9
Dai, Zhifeng
9
Guerard, John Baynard
9
Jang, Bong-Gyu
9
Kang, Sang Hoon
9
Ledoit, Olivier
9
Li, Zhongfei
9
Wolf, Michael
9
Yao, Haixiang
9
Bouri, Elie
8
Engle, Robert F.
8
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8
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8
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8
European journal of operational research : EJOR
1
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1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
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ECONIS (ZBW)
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1
Robust dividend, financing, and reinsurance strategies under model uncertainty with proportional transaction costs
Guan, Guohui
;
He, Lin
;
Liang, Zongxia
;
Liu, Yang
; …
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10014566476
Saved in:
2
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
3
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
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
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
Saved in:
6
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:
7
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:
8
Optimal mean-variance efficiency of a family with life insurance under inflation risk
Liang, Zongxia
;
Zhao, Xiaoyang
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 164-178
Persistent link: https://www.econbiz.de/10011630638
Saved in:
9
A stochastic Nash equilibrium portfolio game between two DC pension funds
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 237-244
Persistent link: https://www.econbiz.de/10011597279
Saved in:
10
Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
Liang, Zongxia
;
Song, Min
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 66-76
Persistent link: https://www.econbiz.de/10011422871
Saved in:
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