Xiaoqing Liang

Available identifiers

zbMath Open liang.xiaoqingMaRDI QIDQ784403

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6181946	2024-01-23	Paper
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model	2023-10-31	Paper
Optimal insurance design under mean-variance preference with narrow framing	2023-10-12	Paper
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin	2023-10-12	Paper
Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift	2023-08-16	Paper
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis	2023-03-31	Paper
A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN	2022-06-13	Paper
Optimal insurance to maximize RDEU under a distortion-deviation premium principle	2022-05-12	Paper
Discounted probability of exponential parisian ruin: Diffusion approximation	2022-04-01	Paper
Optimal life insurance purchase and consumption/investment under mean-reverting returns	2021-12-17	Paper
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin	2020-08-03	Paper
Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance	2020-04-01	Paper
Minimizing the probability of lifetime exponential Parisian ruin	2020-02-26	Paper
REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE	2020-02-03	Paper
MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS	2019-11-22	Paper
Minimizing the probability of ruin: optimal per-loss reinsurance	2018-10-19	Paper
A note on optimal expected utility of dividend payments with proportional reinsurance	2018-08-31	Paper
Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance	2018-06-21	Paper
Annuitization and asset allocation under exponential utility	2018-04-12	Paper
Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process	2017-11-23	Paper
Minimizing expected time to reach a given capital level before ruin	2017-10-20	Paper
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality	2016-12-13	Paper
Optimal investment, consumption, and life insurance in an incomplete market	2016-08-26	Paper
Optimal investment, consumption and timing of annuity purchase under a preference change	2015-03-27	Paper
Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion	2014-11-12	Paper

Research outcomes over time

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