The following pages link to Zongxia Liang (Q343964):
Displaying 50 items.
- Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Variational inequalities in stock loan models (Q400032) (← links)
- Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space (Q675812) (← links)
- Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane (Q678376) (← links)
- Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
- Fractional smoothness for the generalized local time of the indefinite Skorokhod integral (Q852612) (← links)
- Besov regularity for the generalized local time of the indefinite Skorohod integral (Q868051) (← links)
- Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic (Q884833) (← links)
- Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
- Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821) (← links)
- Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane (Q1613644) (← links)
- Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
- Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
- Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Dynamic optimal adjustment policies of hybrid pension plans (Q2172028) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Optimal DB-PAYGO pension management towards a habitual contribution rate (Q2212147) (← links)
- Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
- Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
- Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims (Q2347112) (← links)
- Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108) (← links)
- Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients (Q2386019) (← links)
- Optimal pension decision under heterogeneous health statuses and bequest motives (Q2411153) (← links)
- Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
- Quasi sure analysis of local times of anticipating smooth semimartingales (Q2465750) (← links)
- Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs (Q2472853) (← links)
- Exit problems for nonlinear stochastic evolution equations on Hilbert spaces (Q2503837) (← links)
- Anticipative stochastic differential equations with nonsmooth diffusion coefficient (Q2505396) (← links)
- Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
- A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)
- Optimal asset allocation, consumption and retirement time with the variation in habitual persistence (Q2670116) (← links)
- ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS (Q3520409) (← links)
- (Q3581696) (← links)
- (Q3581700) (← links)
- ERRATA: "KUNITA-TYPE STOCHASTIC FLOWS OF HOMEOMORPHISMS IN EUCLIDEAN SPACE" (Q3643573) (← links)
- Quantum and non-causal stochastic calculus (Q4209722) (← links)
- Uniqueness theorem of solutions for stochastic differential equation in the plane (Q4225455) (← links)
- Two parameter smooth martingales on the Wiener space (Q4344850) (← links)
- (Q4705725) (← links)
- (Q4935928) (← links)