The following pages link to Guohui Guan (Q343999):
Displayed 19 items.
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
- Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
- Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
- Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
- Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
- A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)
- On the analysis of a discrete-time risk model with INAR(1) processes (Q5083403) (← links)
- Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
- Time-consistent lifetime portfolio selection under smooth ambiguity (Q6099182) (← links)
- A Stackelberg reinsurance-investment game under <i>α</i> -maxmin mean-variance criterion and stochastic volatility (Q6121109) (← links)
- Optimal annuitization and asset allocation under linear habit formation (Q6152714) (← links)
- The continuous-time pre-commitment KMM problem in incomplete markets (Q6415028) (← links)
- Equilibrium Portfolio Selection for Smooth Ambiguity Preferences (Q6426660) (← links)