Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process

von Liang, Xiaoqing
Veröffentlicht in Insurance / Mathematics & economics (2017)

A note on optimal expected utility of dividend payments with proportional reinsurance

von Liang, Xiaoqing
Veröffentlicht in Scandinavian actuarial journal (-2018)

Minimizing the probability of ruin : optimal per-loss reinsurance

von Liang, Xiaoqing
Veröffentlicht in Insurance / Mathematics & economics (2018)

Annuitization and asset allocation under exponential utility

von Liang, Xiaoqing
Veröffentlicht in Insurance / Mathematics & economics (2018)

Minimizing the probability of lifetime ruin : two riskless assets with transaction costs

von Liang, Xiaoqing
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2019)

Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin

von Liang, Xiaoqing
Veröffentlicht in Insurance / Mathematics & economics (2023)

Optimal insurance design under mean-variance preference with narrow framing

von Liang, Xiaoqing
Veröffentlicht in Insurance / Mathematics & economics (2023)

Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin

von Liang, Xiaoqing
Veröffentlicht in Insurance / Mathematics & economics (2020)

Optimal insurance to maximize RDEU under a distortion-deviation premium principle

von Liang, Xiaoqing
Veröffentlicht in Insurance / Mathematics & economics (2022)

Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality

von Liang, Xiaoqing
Veröffentlicht in Insurance / Mathematics & economics (2016)