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Optimal decision on dynamic in...
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1
The retirement decision with consideration of part-time work after retirement
Mao, Hong
;
Ostaszewski, Krzysztof M.
;
Wen, Zhongkai
- In:
The journal of insurance issues : official journal of …
42
(
2019
)
1
,
pp. 86-112
Persistent link: https://www.econbiz.de/10012120340
Saved in:
2
The effect of default risk, price, and tax on demand and consumer surplus : an example used in the insurance industry
Mao, Hong
;
Wen, Zhongkai
- In:
The journal of insurance issues : official journal of …
44
(
2022
)
2
,
pp. 65-86
Persistent link: https://www.econbiz.de/10013162391
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3
Optimal replacement and investment strategy in a defined benefit pension plan with cyclically changing economic environment
Mao, Hong
;
Wen, Zhongkai
- In:
The journal of insurance issues : official journal of …
44
(
2021
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10012623601
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4
Optimal decision on dynamic insurance price and investment portfolio of an insurer with multi-dimensional time-varying correlation
Mao, Hong
;
Wen, Zhongkai
- In:
Journal of quantitative economics
18
(
2020
)
1
,
pp. 29-51
Persistent link: https://www.econbiz.de/10012418792
Saved in:
5
Pricing options of security portfolio in cyclical economic environment
Mao, Hong
;
Wen, Zhongkai
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 384-394
Persistent link: https://www.econbiz.de/10012117594
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6
Optimization of price, default ratio and capital under regulatory criterion of maximizing social benefit
Mao, Hong
;
Wen, Zhongkai
- In:
Asia-Pacific journal of risk and insurance : APJRI
12
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011898057
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7
Pricing of deposit insurance considering investment, deductibles, and policy limit
Mao, Hong
;
Ostaszewski, Krzysztof M.
;
Carson, James M.
; …
- In:
The journal of insurance issues : official journal of …
36
(
2013
)
2
,
pp. 149-174
Persistent link: https://www.econbiz.de/10010197175
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8
Pricing life insurance : combining economic, financial, and actuarial approaches
Mao, Hong
;
Carson, James M.
;
Ostaszewski, Krzysztof M.
; …
- In:
The journal of insurance issues : official journal of …
27
(
2004
)
2
,
pp. 134-159
Persistent link: https://www.econbiz.de/10002562655
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9
Determining the insurer's optimal investment and reinsurance strategy based on stochastic differential game
Mao, Hong
;
Carson, James M.
;
Ostaszewski, Krzysztof M.
; …
- In:
The journal of insurance issues : official journal of …
39
(
2016
)
2
,
pp. 187-202
Persistent link: https://www.econbiz.de/10011694360
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10
Optimal insurance pricing, reinsurance, and investment for a jump diffusion risk process under a competitive market
Mao, Hong
;
Carson, James M.
;
Ostaszewski, Krzysztof M.
- In:
The journal of insurance issues : official journal of …
40
(
2017
)
1
,
pp. 90-124
Persistent link: https://www.econbiz.de/10011732700
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