Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal annuitization and asse...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
28
Theory
28
Portfolio selection
24
Portfolio-Management
24
Pension fund
12
Pensionskasse
12
Stochastic process
12
Stochastischer Prozess
12
Reinsurance
11
Rückversicherung
11
Altersvorsorge
9
Retirement provision
9
Stochastic dynamic programming
8
Defined contribution pension plan
6
Dynamic programming
6
Dynamische Optimierung
6
Proportional reinsurance
6
Stochastic interest rate
6
Betriebliche Altersversorgung
5
DC pension plan
5
Nash equilibrium
5
Occupational pension plan
5
Control theory
4
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Game theory
4
Insurance
4
Interest rate
4
Kontrolltheorie
4
Nash-Gleichgewicht
4
Optimal asset allocation
4
Risiko
4
Risk
4
Spieltheorie
4
Time consistency
4
Versicherung
4
Volatility
4
Volatilität
4
Zeitkonsistenz
4
Zins
4
more ...
less ...
Online availability
All
Undetermined
41
Free
9
Type of publication
All
Article
59
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
48
Undetermined
20
Author
All
Liang, Zongxia
63
He, Lin
26
Guan, Guohui
18
Liu, Yang
6
Ma, Ming
6
Huang, Jianping
4
Song, Yilun
4
Hou, Ping
3
Hu, Xiang
3
Yuan, Fengyi
3
Guan, Huiqi
2
Qi, Ye
2
Wu, Weiming
2
Xia, Yi
2
Yao, Jicheng
2
Feng, Jian
1
Guana, Guohui
1
Hu, Jiaqi
1
Jiang, Shuqing
1
Li, Bin
1
Long, Mingsi
1
Luo, Xiaodong
1
Ren, Zhaojie
1
Sheng, Wenlong
1
Song, Min
1
Sun, Bin
1
Vinoth, Rahul Pothi
1
Wang, Sheng
1
Wang, Xiaojun
1
Wu, Jiaoling
1
Zhang, Litian
1
Zhao, Xiaoyang
1
more ...
less ...
Institution
All
arXiv.org
7
Published in...
All
Insurance / Mathematics & economics
30
Insurance: Mathematics and Economics
10
Papers / arXiv.org
7
Scandinavian actuarial journal
7
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
3
Mathematics and financial economics
2
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Mathematical Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Quantitative finance
1
Stochastic Processes and their Applications
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
RePEc
18
OLC EcoSci
8
Other ZBW resources
1
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
4
Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
Saved in:
5
A stochastic Nash equilibrium portfolio game between two DC pension funds
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 237-244
Persistent link: https://www.econbiz.de/10011597279
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
9
Optimal management of DB pension fund under both underfunded and overfunded cases
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
Scandinavian actuarial journal
2024
(
2024
)
6
,
pp. 583-624
Persistent link: https://www.econbiz.de/10015052471
Saved in:
10
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
