Guohui Guan

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility	2024-02-26	Paper
Optimal annuitization and asset allocation under linear habit formation	2024-02-13	Paper
Time-consistent lifetime portfolio selection under smooth ambiguity	2023-06-19	Paper
Equilibrium Portfolio Selection for Smooth Ambiguity Preferences	2023-02-16	Paper
Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games	2023-02-10	Paper
Optimal management of DC pension fund under the relative performance ratio and VaR constraint	2022-11-17	Paper
The continuous-time pre-commitment KMM problem in incomplete markets	2022-10-25	Paper
Robust equilibrium strategies in a defined benefit pension plan game	2022-09-14	Paper
On the analysis of a discrete-time risk model with INAR(1) processes	2022-06-20	Paper
Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility	2020-12-16	Paper
Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets	2020-05-04	Paper
Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks	2020-03-23	Paper
Robust optimal reinsurance and investment strategies for an AAI with multiple risks	2019-11-28	Paper
Time-consistent proportional reinsurance and investment strategies under ambiguous environment	2018-11-19	Paper
A stochastic Nash equilibrium portfolio game between two DC pension funds	2016-12-13	Paper
Optimal management of DC pension plan under loss aversion and value-at-risk constraints	2016-11-21	Paper
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns	2015-05-26	Paper
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework	2015-01-28	Paper
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks	2014-09-22	Paper

Research outcomes over time

Doctoral students

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