Xiaochen Jing
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal investment-withdrawal strategy for variable annuities under a performance fee structure Journal of Economic Dynamics & Control | 2025-06-11 | Paper |
| Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits Insurance Mathematics & Economics | 2017-01-31 | Paper |
| Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior Journal of Computational and Applied Mathematics | 2016-12-28 | Paper |
Research outcomes over time
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