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~person:"Liu, Jingzhen"
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Decomposition method
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Habit formation
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Investment-consumption-insurance management
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Non-exponential discounting
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Open-loop Nash equilibrium control
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Liu, Jingzhen
Siu, Tak Kuen
165
Elliott, Robert J.
45
Shen, Yang
24
Siu, Tak-Kuen
23
Yang, Hailiang
18
Ching, Wai Ki
17
Ching, Wai-Ki
16
Lau, John W.
14
Badescu, Alex
12
Chan, Leunglung
11
Fung, Eric S.
11
Gu, Jia-Wen
10
Siu, Tak
10
Elliott, Robert
9
Ewald, Christian-Oliver
8
Meng, Hui
8
Fan, Kun
7
Huang, Ximin
6
Nawar, Roy
6
Ng, Michael K.
6
Zhang, Xin
6
Zheng, Harry
6
Fung, Eric
5
Wang, Ning
5
Wang, Rongming
5
Zhu, Dong-Mei
5
Badescu, Alexandru
4
Fard, Farzad Alavi
4
Gu, Jia-wen
4
Lam, Kin
4
Lin, Xiang
4
Siu, Tak-kuen
4
Zhang, Chunhong
4
ELLIOTT, ROBERT J.
3
Lau, John
3
Li, Li-min
3
Liew, Chuin Ching
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Miao, Hong
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Ng, Michael
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Finance and stochastics
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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ECONIS (ZBW)
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OLC EcoSci
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Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting
Wang, Yike
;
Liu, Jingzhen
;
Siu, Tak Kuen
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 161-214
Persistent link: https://www.econbiz.de/10014447662
Saved in:
2
A decomposition method for optimal portfolios with regime-switching and risk constraint
Liu, Jingzhen
;
Yiu, Ka-fai Cedric
;
Siu, Tak Kuen
- In:
Risk and decision analysis
3
(
2012
)
4
,
pp. 269-276
Persistent link: https://www.econbiz.de/10009704597
Saved in:
3
Optimal investment-reinsurance with dynamic risk constraint and regime switching
Liu, Jingzhen
;
Yiu, Ka-Fai Cedric
;
Siu, Tak Kuen
; …
- In:
Scandinavian actuarial journal : Actuarial Society of …
2013
(
2013
)
4
,
pp. 263-285
Persistent link: https://www.econbiz.de/10010145769
Saved in:
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