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1. Dynamic Investment-Driven Insurance Pricing: Equilibrium Analysis and Welfare Implication

2. Equilibrium portfolio selection under beliefs-dependent utilities

3. Robust Portfolio Selection under State-dependent Confidence Set

4. On time-inconsistent extended mean-field control problems with common noise

5. Optimal information acquisition for eliminating estimation risk

6. A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition

7. Despite Absolute Information Advantages, All Investors Incur Welfare Loss

8. Optimal VPPI strategy under Omega ratio with stochastic benchmark

9. Monotone Mean-Variance Portfolio Selection in Semimartingale Markets: Martingale Method

10. Stackelberg reinsurance and premium decisions with MV criterion and irreversibility

11. A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation

12. Dynamic portfolio selection under generalized disappointment aversion

13. Equilibrium stochastic control with implicitly defined objective functions

14. Time-inconsistent mean field and n-agent games under relative performance criteria

15. Dynamic portfolio selection for nonlinear law-dependent preferences

16. Equilibria for Time-inconsistent Singular Control Problems

17. Optimal Mix Among PAYGO, EET and Individual Savings

18. Optimal management of DB pension fund under both underfunded and overfunded cases

19. Equilibrium Portfolio Selection for Smooth Ambiguity Preferences

20. A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility

21. Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model

22. Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model

23. The continuous-time pre-commitment KMM problem in incomplete markets

24. Modern Tontine with Transaction Costs

25. Consumption-investment decisions with endogenous reference point and drawdown constraint

26. Equilibrium master equations for time-inconsistent problems with distribution dependent rewards

27. A Unified Formula of the Optimal Portfolio for Piecewise Hyperbolic Absolute Risk Aversion Utilities

28. Weak equilibria for time-inconsistent control: with applications to investment-withdrawal decisions

29. Optimal Retirement Time and Consumption with the Variation in Habitual Persistence

30. Robust equilibrium strategies in a defined benefit pension plan game

31. Optimal management of DC pension fund under relative performance ratio and VaR constraint

32. A Framework of State-dependent Utility Optimization with General Benchmarks

35. Retirement decision with addictive habit persistence in a jump diffusion market

37. Robust consumption-investment problem Under CRRA and CARA utilities with time-varying confidence sets

40. An asymptotic approach to centrally planned portfolio selection.

42. Optimal management of DB pension fund under both underfunded and overfunded cases.

43. Optimal mix among PAYGO, EET and individual savings.

49. Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk

50. Optimal control of a big financial company with debt liability under bankrupt probability constraints

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