Narrow search
Showing 1 - 7 of 7
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
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
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Guan, Huiqi; Liang, Zongxia - In: Insurance / Mathematics & economics 54 (2014), pp. 109-122
Persistent link: https://www.econbiz.de/10010259664
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
Cover Image
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
Cover Image
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
Cover Image
A Stackelberg reinsurance-investment game underα-maxminmean-variance criterion and stochastic volatility
Guana, Guohui; Liang, Zongxia; Song, Yilun - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 28-63
Persistent link: https://www.econbiz.de/10014519918