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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
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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
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Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 88-94
Persistent link: https://www.econbiz.de/10009517656
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Optimal contribution rate of PAYGO pension
He, Lin; Liang, Zongxia; Song, Yilun; Qi, Ye - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 505-531
Persistent link: https://www.econbiz.de/10012588356
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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
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Optimal DB-PAYGO pension management towards a habitual contribution rate
He, Lin; Liang, Zongxia; Yuan, Fengyi - In: Insurance / Mathematics & economics 94 (2020), pp. 125-141
Persistent link: https://www.econbiz.de/10012419185
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Optimal control of DC pension plan management under two incentive schemes
He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 1, pp. 120-141
Persistent link: https://www.econbiz.de/10012180636
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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
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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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Weighted utility optimization of the participating endowment contract
He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming - In: Scandinavian actuarial journal 2020 (2020) 7, pp. 577-613
Persistent link: https://www.econbiz.de/10012313716