Liang, Zongxia; Liu, Yang A classification approach to general s-shaped utility optimization with principals’ constraints. (English) Zbl 1454.91124 SIAM J. Control Optim. 58, No. 6, 3734-3762 (2020). MSC: 91B43 91G15 91B16 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{Y. Liu}, SIAM J. Control Optim. 58, No. 6, 3734--3762 (2020; Zbl 1454.91124) Full Text: DOI OpenURL
He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming Weighted utility optimization of the participating endowment contract. (English) Zbl 1448.91260 Scand. Actuar. J. 2020, No. 7, 577-613 (2020). MSC: 91G05 91B16 93E20 PDF BibTeX XML Cite \textit{L. He} et al., Scand. Actuar. J. 2020, No. 7, 577--613 (2020; Zbl 1448.91260) Full Text: DOI OpenURL
Guan, Guohui; Liang, Zongxia Robust optimal reinsurance and investment strategies for an AAI with multiple risks. (English) Zbl 1427.91232 Insur. Math. Econ. 89, 63-78 (2019). MSC: 91G05 93E20 91G10 91G80 PDF BibTeX XML Cite \textit{G. Guan} and \textit{Z. Liang}, Insur. Math. Econ. 89, 63--78 (2019; Zbl 1427.91232) Full Text: DOI OpenURL
Guan, Guohui; Liang, Zongxia; Feng, Jian Time-consistent proportional reinsurance and investment strategies under ambiguous environment. (English) Zbl 1417.91269 Insur. Math. Econ. 83, 122-133 (2018). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{G. Guan} et al., Insur. Math. Econ. 83, 122--133 (2018; Zbl 1417.91269) Full Text: DOI OpenURL
He, Lin; Liang, Zongxia Optimal pension decision under heterogeneous health statuses and bequest motives. (English) Zbl 1373.90067 J. Ind. Manag. Optim. 13, No. 4, 1641-1659 (2017). MSC: 90B50 91G10 91B30 PDF BibTeX XML Cite \textit{L. He} and \textit{Z. Liang}, J. Ind. Manag. Optim. 13, No. 4, 1641--1659 (2017; Zbl 1373.90067) Full Text: DOI OpenURL
Liang, Zongxia; Long, Mingsi Minimization of absolute ruin probability under negative correlation assumption. (English) Zbl 1348.91166 Insur. Math. Econ. 65, 247-258 (2015). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{M. Long}, Insur. Math. Econ. 65, 247--258 (2015; Zbl 1348.91166) Full Text: DOI OpenURL
Guan, Guohui; Liang, Zongxia Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks. (English) Zbl 1296.91155 Insur. Math. Econ. 55, 105-115 (2014). MSC: 91B30 91B70 91G10 93E20 PDF BibTeX XML Cite \textit{G. Guan} and \textit{Z. Liang}, Insur. Math. Econ. 55, 105--115 (2014; Zbl 1296.91155) Full Text: DOI OpenURL
Guan, Huiqi; Liang, Zongxia Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs. (English) Zbl 1291.91111 Insur. Math. Econ. 54, 109-122 (2014). MSC: 91B30 93E20 65K10 49L25 90C39 PDF BibTeX XML Cite \textit{H. Guan} and \textit{Z. Liang}, Insur. Math. Econ. 54, 109--122 (2014; Zbl 1291.91111) Full Text: DOI OpenURL
He, Lin; Liang, Zongxia Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework. (English) Zbl 1290.91147 Insur. Math. Econ. 53, No. 3, 643-649 (2013). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{L. He} and \textit{Z. Liang}, Insur. Math. Econ. 53, No. 3, 643--649 (2013; Zbl 1290.91147) Full Text: DOI OpenURL
He, Lin; Liang, Zongxia Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase. (English) Zbl 1284.91521 Insur. Math. Econ. 52, No. 2, 404-410 (2013). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{L. He} and \textit{Z. Liang}, Insur. Math. Econ. 52, No. 2, 404--410 (2013; Zbl 1284.91521) Full Text: DOI OpenURL