Narrow search
Showing 1 - 10 of 22
Cover Image
Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 61 (2015), pp. 227-234
Persistent link: https://www.econbiz.de/10010515880
Cover Image
Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 643-649
Persistent link: https://www.econbiz.de/10010227913
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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