Zongxia Liang

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Person:343964

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zbMath Open liang.zongxiaMaRDI QIDQ343964

List of research outcomes

PublicationDate of PublicationType
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility2024-02-26Paper
Optimal annuitization and asset allocation under linear habit formation2024-02-13Paper
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions2024-01-31Paper
Consumption-investment decisions with endogenous reference point and drawdown constraint2023-07-10Paper
Equilibrium Portfolio Selection for Smooth Ambiguity Preferences2023-02-16Paper
Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model2022-11-25Paper
Optimal management of DC pension fund under the relative performance ratio and VaR constraint2022-11-17Paper
The continuous-time pre-commitment KMM problem in incomplete markets2022-10-25Paper
Dynamic optimal adjustment policies of hybrid pension plans2022-09-14Paper
Robust equilibrium strategies in a defined benefit pension plan game2022-09-14Paper
Optimal investment, consumption and life insurance under stochastic framework2022-03-21Paper
Optimal asset allocation, consumption and retirement time with the variation in habitual persistence2022-03-10Paper
Optimal contribution rate of PAYGO pension2021-09-13Paper
A Unified Formula of the Optimal Portfolio for Piecewise Hyperbolic Absolute Risk Aversion Utilities2021-07-13Paper
Robust consumption‐investment problem under CRRA and CARA utilities with time‐varying confidence sets2021-03-23Paper
A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints2020-12-10Paper
Optimal DB-PAYGO pension management towards a habitual contribution rate2020-11-19Paper
Weighted utility optimization of the participating endowment contract2020-09-28Paper
Robust optimal reinsurance and investment strategies for an AAI with multiple risks2019-11-28Paper
Consumption-investment problem with pathwise ambiguity under logarithmic utility2019-08-30Paper
Optimal Control of DC Pension Plan Management under Two Incentive Schemes2019-05-08Paper
Robust consumption-investment problem Under CRRA and CARA utilities with time-varying confidence sets2018-11-29Paper
Time-consistent proportional reinsurance and investment strategies under ambiguous environment2018-11-19Paper
Optimal pension decision under heterogeneous health statuses and bequest motives2017-10-20Paper
Optimal mean-variance efficiency of a family with life insurance under inflation risk2016-12-14Paper
A stochastic Nash equilibrium portfolio game between two DC pension funds2016-12-13Paper
Valuing inflation-linked death benefits under a stochastic volatility framework2016-11-21Paper
Optimal management of DC pension plan under loss aversion and value-at-risk constraints2016-11-21Paper
Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information2015-12-14Paper
Minimization of absolute ruin probability under negative correlation assumption2015-12-14Paper
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework2015-09-14Paper
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns2015-05-26Paper
Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims2015-05-26Paper
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework2015-01-28Paper
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks2014-09-22Paper
Variational inequalities in stock loan models2014-08-20Paper
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs2014-06-23Paper
Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework2014-06-23Paper
Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase2014-04-03Paper
Optimal control of a big financial company with debt liability under bankrupt probability constraints2013-04-10Paper
Optimal dividend and investing control of an insurance company with higher solvency constraints2011-12-21Paper
Stock loan with automatic termination clause, cap and margin2011-03-19Paper
https://portal.mardi4nfdi.de/entity/Q35816962010-09-02Paper
https://portal.mardi4nfdi.de/entity/Q35817002010-09-02Paper
ERRATA: "KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE"2009-11-09Paper
Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs2009-03-04Paper
Optimal control of the insurance company with proportional reinsurance policy under solvency constraints2009-01-16Paper
ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS2008-08-26Paper
Optimal financing and dividend control of the insurance company with proportional reinsurance policy2008-06-25Paper
KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE2008-05-14Paper
Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs2008-02-25Paper
Quasi sure analysis of local times of anticipating smooth semimartingales2008-01-08Paper
Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic2007-06-07Paper
Large deviations for multidimensional SDEs with reflection2007-05-02Paper
Multidimensional SDE with anticipating initial process and reflection2007-04-20Paper
Besov regularity for the generalized local time of the indefinite Skorohod integral2007-02-19Paper
Anticipating Reflected Stochastic Differential Equations2006-12-11Paper
Fractional smoothness for the generalized local time of the indefinite Skorokhod integral2006-11-15Paper
Anticipative stochastic differential equations with nonsmooth diffusion coefficient2006-10-04Paper
Exit problems for nonlinear stochastic evolution equations on Hilbert spaces2006-09-22Paper
Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients2006-07-13Paper
Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients2005-08-22Paper
Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane2002-08-29Paper
https://portal.mardi4nfdi.de/entity/Q49359282000-01-17Paper
https://portal.mardi4nfdi.de/entity/Q47057251999-12-20Paper
Quantum and non-causal stochastic calculus1999-10-17Paper
Uniqueness theorem of solutions for stochastic differential equation in the plane1999-09-21Paper
Two parameter smooth martingales on the Wiener space1998-02-10Paper
Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space1997-10-12Paper
Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane1997-04-17Paper

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