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Continuous-time mean-variance asset-liability management with endogenous liabilities
Yao, Haixiang; Lai, Yongzeng; Li, Yong - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 6-17
Persistent link: https://www.econbiz.de/10009719072
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Markowitz’s mean-variance defined contribution pension fund management under inflation : a continuous-time model
Yao, Haixiang; Yang, Zhou; Chen, Ping - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 851-863
Persistent link: https://www.econbiz.de/10010227804
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Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie - In: Insurance / Mathematics & economics 54 (2014), pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
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Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling; Zhang, Hao; Yao, Haixiang - In: Insurance / Mathematics & economics 79 (2018), pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
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Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua; Li, Zhongfei; Yao, Haixiang - In: Insurance / Mathematics & economics 81 (2018), pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
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Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang - In: Insurance / Mathematics & economics 80 (2018), pp. 93-109
Persistent link: https://www.econbiz.de/10011872916