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Zongxia Liang · Study

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Zongxia Liang

6 works· latest 2016· 1 institutionscluster: provisionalORCID 0000-0001-9078-0976

h-index6

i106

Citations397

Works here6

13

14

16

Most cited in this library

Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework2014 · 118 citations
Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework2013 · 80 citations
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks2014 · 78 citations
Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns2014 · 61 citations
A stochastic Nash equilibrium portfolio game between two DC pension funds2016 · 32 citations

Works

6 shown

A stochastic Nash equilibrium portfolio game between two DC pension funds

Insurance Mathematics and Economics·2016·2 authors

32citations

Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns

Insurance Mathematics and Economics·2014·2 authors

61citations

Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework

Insurance Mathematics and Economics·2014·2 authors

118citations

Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks

Insurance Mathematics and Economics·2014·2 authors

78citations

Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework

Insurance Mathematics and Economics·2013·2 authors

80citations

Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase

Insurance Mathematics and Economics·2013·2 authors

28citations