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~accessRights:"restricted"
~person:"Liang, Zongxia"
~subject:"Portfolio-Management"
~subject:"Wohlfahrtsanalyse"
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Liang, Zongxia
Escobar, Marcos
22
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21
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16
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14
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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1
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:
2
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:
3
Optimal management of DB pension fund under both underfunded and overfunded cases
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
Scandinavian actuarial journal
2024
(
2024
)
6
,
pp. 583-624
Persistent link: https://www.econbiz.de/10015052471
Saved in:
4
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:
5
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:
6
Minimization of absolute ruin probability under negative correlation assumption
Liang, Zongxia
;
Long, Mingsi
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 247-258
Persistent link: https://www.econbiz.de/10011428668
Saved in:
7
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:
8
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:
9
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:
10
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:
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