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Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 404-410
Persistent link: https://www.econbiz.de/10009736093
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Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping; Rong, Ximin; Zhao, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
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Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
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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
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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
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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
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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
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Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan; Li, Danping; Gu, Ailing - In: Insurance / Mathematics & economics 66 (2016), pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
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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
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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