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Author ID: liang.zongxia Recent zbMATH articles by "Liang, Zongxia"
Published as: Liang, Zongxia; Liang, Zong-xia
Documents Indexed: 72 Publications since 1986
Co-Authors: 21 Co-Authors with 38 Joint Publications
327 Co-Co-Authors
all top 5

Serials

22 Insurance Mathematics & Economics
3 Acta Mathematica Sinica. New Series
3 Bulletin des Sciences Mathématiques
2 International Journal of Solids and Structures
2 Bulletin of Mathematical Biology
2 Mathematica Applicata
2 Stochastic Processes and their Applications
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 Scandinavian Actuarial Journal
1 Modern Physics Letters A
1 Modern Physics Letters B
1 Computers & Mathematics with Applications
1 Journal of Applied Mechanics
1 Journal of Sound and Vibration
1 Shock Waves
1 Journal of Guidance, Control and Dynamics
1 IEEE Transactions on Automatic Control
1 Journal of Differential Equations
1 Journal of Functional Analysis
1 Journal of Mathematics of Kyoto University
1 SIAM Journal on Control and Optimization
1 Journal of Mathematics. Wuhan University
1 Stochastic Analysis and Applications
1 Science in China. Series A
1 FGCS. Future Generation Computer Systems
1 Journal of Dynamic Systems, Measurement and Control
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Potential Analysis
1 International Journal of Computational Fluid Dynamics
1 Mathematical Finance
1 Acta Mathematica Sinica. English Series
1 Combustion Theory and Modelling
1 Optimization and Engineering
1 Stochastics and Dynamics
1 North American Actuarial Journal
1 Journal of Industrial and Management Optimization
1 Frontiers of Mathematics in China
1 Mathematics and Financial Economics
1 Scientia Sinica. Mathematica

Publications by Year

Citations contained in zbMATH Open

44 Publications have been cited 401 times in 219 Documents Cited by Year
Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs. Zbl 1156.91395
He, Lin; Liang, Zongxia
42
2009
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework. Zbl 1304.91193
Guan, Guohui; Liang, Zongxia
36
2014
Reduced conservatism in stability robustness bounds by state transformation. Zbl 0593.93040
Yedavalli, R. K.; Liang, Z.
36
1986
Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework. Zbl 1290.91147
He, Lin; Liang, Zongxia
30
2013
Optimal financing and dividend control of the insurance company with proportional reinsurance policy. Zbl 1141.91445
He, Lin; Liang, Zongxia
29
2008
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks. Zbl 1296.91155
Guan, Guohui; Liang, Zongxia
25
2014
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns. Zbl 1318.91115
Guan, Guohui; Liang, Zongxia
21
2015
Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information. Zbl 1348.91168
Liang, Zongxia; Song, Min
19
2015
Optimal management of DC pension plan under loss aversion and value-at-risk constraints. Zbl 1369.91197
Guan, Guohui; Liang, Zongxia
16
2016
Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase. Zbl 1284.91521
He, Lin; Liang, Zongxia
14
2013
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs. Zbl 1291.91111
Guan, Huiqi; Liang, Zongxia
10
2014
Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane. Zbl 0997.60066
Liang, Zongxia
9
1999
Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane. Zbl 0863.60059
Liang, Zong-xia; Zheng, Ming-li
9
1996
Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims. Zbl 1314.91195
He, Lin; Liang, Zongxia
9
2015
Optimal control of the insurance company with proportional reinsurance policy under solvency constraints. Zbl 1160.91020
He, Lin; Hou, Ping; Liang, Zongxia
9
2008
A stochastic Nash equilibrium portfolio game between two DC pension funds. Zbl 1371.91156
Guan, Guohui; Liang, Zongxia
9
2016
Stock loan with automatic termination clause, cap and margin. Zbl 1207.91064
Liang, Zongxia; Wu, Weiming; Jiang, Shuqing
8
2010
Optimal dividend and investing control of an insurance company with higher solvency constraints. Zbl 1232.91352
Liang, Zongxia; Huang, Jianping
8
2011
Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients. Zbl 1079.60056
Liang, Zongxia
7
2005
Stochastic differential equation driven by countably many Brownian motions with non-Lipschitzian coefficients. Zbl 1094.60042
Liang, Zongxia
6
2006
Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space. Zbl 0872.60036
Liang, Zongxia
4
1996
Optimal control of a big financial company with debt liability under bankrupt probability constraints. Zbl 1263.91025
Liang, Zongxia; Sun, Bin
4
2011
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework. Zbl 1348.91167
Liang, Zongxia; Ma, Ming
4
2015
Optimal mean-variance efficiency of a family with life insurance under inflation risk. Zbl 1371.91158
Liang, Zongxia; Zhao, Xiaoyang
4
2016
Time-consistent proportional reinsurance and investment strategies under ambiguous environment. Zbl 1417.91269
Guan, Guohui; Liang, Zongxia; Feng, Jian
3
2018
Micromechanics-based constitutive modeling for unidirectional laminated composites. Zbl 1120.74725
Liang, Z.; Lee, H. K.; Suaris, W.
3
2006
Cell structure and stability of detonations with a pressure-dependent chain-branching reaction rate model. Zbl 1116.80311
Liang, Z.; Bauwens, L.
2
2005
An index of damping non-proportionality for discrete vibrating systems. Zbl 1147.74348
Tong, M.; Liang, Z.; Lee, G. C.
2
1994
Optimal control of DC pension plan management under two incentive schemes. Zbl 1411.91285
He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming
2
2019
Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic. Zbl 1115.60061
Liang, Zongxia
2
2007
Robust optimal reinsurance and investment strategies for an AAI with multiple risks. Zbl 1427.91232
Guan, Guohui; Liang, Zongxia
2
2019
Weighted utility optimization of the participating endowment contract. Zbl 1448.91260
He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming
2
2020
Reducibility of 1-d quantum harmonic oscillator equation with unbounded oscillation perturbations. Zbl 1451.35152
Liang, Z.; Luo, J.
2
2021
Minimization of absolute ruin probability under negative correlation assumption. Zbl 1348.91166
Liang, Zongxia; Long, Mingsi
2
2015
Robust consumption-investment problem under CRRA and CARA utilities with time-varying confidence sets. Zbl 07326775
Liang, Zongxia; Ma, Ming
2
2020
Optimal DB-PAYGO pension management towards a habitual contribution rate. Zbl 1458.91183
He, Lin; Liang, Zongxia; Yuan, Fengyi
1
2020
Variational inequalities in stock loan models. Zbl 1293.91201
Liang, Zongxia; Wu, Weiming
1
2012
Kunita-type stochastic flows of homeomorphisms in Euclidean space. Zbl 1147.60037
Liang, Zongxia
1
2007
Aircraft control design using improved time-domain stability robustness bounds. Zbl 0604.93040
Yedavalli, R. K.; Liang, Z.
1
1986
Bayesian image processing of data from constrained source distributions. I: Non-valued, uncorrelated and correlated constraints. Zbl 0615.62149
Liang, Z.; Hart, H.
1
1987
Fractional smoothness for the generalized local time of the indefinite Skorokhod integral. Zbl 1106.60048
Liang, Zongxia
1
2006
Valuing inflation-linked death benefits under a stochastic volatility framework. Zbl 1369.91184
Liang, Zongxia; Sheng, Wenlong
1
2016
Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs. Zbl 1139.60324
Liang, Zongxia
1
2008
Optimal contribution rate of PAYGO pension. Zbl 1471.91461
He, Lin; Liang, Zongxia; Song, Yilun; Ye, Qi
1
2021
Reducibility of 1-d quantum harmonic oscillator equation with unbounded oscillation perturbations. Zbl 1451.35152
Liang, Z.; Luo, J.
2
2021
Optimal contribution rate of PAYGO pension. Zbl 1471.91461
He, Lin; Liang, Zongxia; Song, Yilun; Ye, Qi
1
2021
Weighted utility optimization of the participating endowment contract. Zbl 1448.91260
He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming
2
2020
Robust consumption-investment problem under CRRA and CARA utilities with time-varying confidence sets. Zbl 07326775
Liang, Zongxia; Ma, Ming
2
2020
Optimal DB-PAYGO pension management towards a habitual contribution rate. Zbl 1458.91183
He, Lin; Liang, Zongxia; Yuan, Fengyi
1
2020
Optimal control of DC pension plan management under two incentive schemes. Zbl 1411.91285
He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming
2
2019
Robust optimal reinsurance and investment strategies for an AAI with multiple risks. Zbl 1427.91232
Guan, Guohui; Liang, Zongxia
2
2019
Time-consistent proportional reinsurance and investment strategies under ambiguous environment. Zbl 1417.91269
Guan, Guohui; Liang, Zongxia; Feng, Jian
3
2018
Optimal management of DC pension plan under loss aversion and value-at-risk constraints. Zbl 1369.91197
Guan, Guohui; Liang, Zongxia
16
2016
A stochastic Nash equilibrium portfolio game between two DC pension funds. Zbl 1371.91156
Guan, Guohui; Liang, Zongxia
9
2016
Optimal mean-variance efficiency of a family with life insurance under inflation risk. Zbl 1371.91158
Liang, Zongxia; Zhao, Xiaoyang
4
2016
Valuing inflation-linked death benefits under a stochastic volatility framework. Zbl 1369.91184
Liang, Zongxia; Sheng, Wenlong
1
2016
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns. Zbl 1318.91115
Guan, Guohui; Liang, Zongxia
21
2015
Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information. Zbl 1348.91168
Liang, Zongxia; Song, Min
19
2015
Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims. Zbl 1314.91195
He, Lin; Liang, Zongxia
9
2015
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework. Zbl 1348.91167
Liang, Zongxia; Ma, Ming
4
2015
Minimization of absolute ruin probability under negative correlation assumption. Zbl 1348.91166
Liang, Zongxia; Long, Mingsi
2
2015
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework. Zbl 1304.91193
Guan, Guohui; Liang, Zongxia
36
2014
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks. Zbl 1296.91155
Guan, Guohui; Liang, Zongxia
25
2014
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs. Zbl 1291.91111
Guan, Huiqi; Liang, Zongxia
10
2014
Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework. Zbl 1290.91147
He, Lin; Liang, Zongxia
30
2013
Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase. Zbl 1284.91521
He, Lin; Liang, Zongxia
14
2013
Variational inequalities in stock loan models. Zbl 1293.91201
Liang, Zongxia; Wu, Weiming
1
2012
Optimal dividend and investing control of an insurance company with higher solvency constraints. Zbl 1232.91352
Liang, Zongxia; Huang, Jianping
8
2011
Optimal control of a big financial company with debt liability under bankrupt probability constraints. Zbl 1263.91025
Liang, Zongxia; Sun, Bin
4
2011
Stock loan with automatic termination clause, cap and margin. Zbl 1207.91064
Liang, Zongxia; Wu, Weiming; Jiang, Shuqing
8
2010
Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs. Zbl 1156.91395
He, Lin; Liang, Zongxia
42
2009
Optimal financing and dividend control of the insurance company with proportional reinsurance policy. Zbl 1141.91445
He, Lin; Liang, Zongxia
29
2008
Optimal control of the insurance company with proportional reinsurance policy under solvency constraints. Zbl 1160.91020
He, Lin; Hou, Ping; Liang, Zongxia
9
2008
Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs. Zbl 1139.60324
Liang, Zongxia
1
2008
Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic. Zbl 1115.60061
Liang, Zongxia
2
2007
Kunita-type stochastic flows of homeomorphisms in Euclidean space. Zbl 1147.60037
Liang, Zongxia
1
2007
Stochastic differential equation driven by countably many Brownian motions with non-Lipschitzian coefficients. Zbl 1094.60042
Liang, Zongxia
6
2006
Micromechanics-based constitutive modeling for unidirectional laminated composites. Zbl 1120.74725
Liang, Z.; Lee, H. K.; Suaris, W.
3
2006
Fractional smoothness for the generalized local time of the indefinite Skorokhod integral. Zbl 1106.60048
Liang, Zongxia
1
2006
Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients. Zbl 1079.60056
Liang, Zongxia
7
2005
Cell structure and stability of detonations with a pressure-dependent chain-branching reaction rate model. Zbl 1116.80311
Liang, Z.; Bauwens, L.
2
2005
Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane. Zbl 0997.60066
Liang, Zongxia
9
1999
Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane. Zbl 0863.60059
Liang, Zong-xia; Zheng, Ming-li
9
1996
Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space. Zbl 0872.60036
Liang, Zongxia
4
1996
An index of damping non-proportionality for discrete vibrating systems. Zbl 1147.74348
Tong, M.; Liang, Z.; Lee, G. C.
2
1994
Bayesian image processing of data from constrained source distributions. I: Non-valued, uncorrelated and correlated constraints. Zbl 0615.62149
Liang, Z.; Hart, H.
1
1987
Reduced conservatism in stability robustness bounds by state transformation. Zbl 0593.93040
Yedavalli, R. K.; Liang, Z.
36
1986
Aircraft control design using improved time-domain stability robustness bounds. Zbl 0604.93040
Yedavalli, R. K.; Liang, Z.
1
1986
all top 5

Cited by 309 Authors

36 Liang, Zongxia
10 Guan, Guohui
10 He, Lin
9 Li, Zhongfei
8 Rong, Ximin
8 Zhao, Hui
7 Yao, Dingjun
6 Chen, Ping
6 Forsyth, Peter A.
6 Jin, Zhuo
6 Li, Danping
6 Wang, Rongming
6 Yao, Haixiang
6 Yuen, Kam Chuen
5 Sun, Jingyun
5 Zeng, Yan
5 Zhang, Ling
5 Zhu, Jinxia
4 Bai, Yanfei
4 Chen, Mi
4 Dang, Duy Minh
4 Guo, Junyi
4 Lindensjö, Kristoffer
4 Pan, Jian
4 Van Staden, Pieter M.
4 Xiao, Helu
4 Yang, Hailiang
4 Zhou, Zhongbao
3 Chang, Hao
3 Chen, Peimin
3 Chen, Zhiping
3 Dong, Yinghui
3 Gao, Rui
3 Liang, Zhibin
3 Liu, Jicheng
3 Ma, Ming
3 Michta, Mariusz
3 Peng, Xingchun
3 Siu, Tak Kuen
3 Świątek, Kamil Łukasz
3 Wang, Liyuan
3 Wang, Ning
3 Wang, Pei
3 Wang, Wenyuan
3 Xiao, Qingxian
3 Xu, Lin
3 Zhang, Yan
2 Bi, Junna
2 Bian, Lihua
2 Chen, Fenge
2 Chen, Zheng
2 Cheng, Gongpin
2 Dai, Hongshuai
2 Du, Kai
2 Eddahbi, M’hamed
2 Huang, Jianhui
2 Li, Shuanming
2 Li, Xun
2 Li, Yongwu
2 Liu, Zaiming
2 Luo, Xiankang
2 Menoncin, Francesco
2 Peng, Xiaofan
2 Qian, Linyi
2 Shen, Yang
2 Song, Aimin
2 Tan, Ken Seng
2 Vigna, Elena
2 Wang, Suxin
2 Wei, Jiaqin
2 Wei, Pengyu
2 Weng, Chengguo
2 Wu, Huiling
2 Wu, Yonghong
2 Wu, Zhen
2 Xiang, Kaili
2 Zhang, Caibin
2 Zhao, Peibiao
2 Zheng, Harry H.
2 Zhong, Feimin
1 Albrecher, Hansjörg
1 Alia, Ishak
1 Amaba, Takafumi
1 Angkola, Francisca
1 Asmussen, Søren
1 Avanzi, Benjamin
1 Azimzadeh, Parsiad
1 Bahlali, Khaled
1 Bai, Lihua
1 Baltas, Ioannis D.
1 Barth, Andrea
1 Bartl, Daniel
1 Barucci, Emilio
1 Bayraktar, Erhan
1 ben Dbabis, Makram
1 Benaid, Brahim
1 Bernhardt, Thomas
1 Beyers, Conrad F. J.
1 Boufoussi, Brahim
1 Cadenillas, Abel
...and 209 more Authors
all top 5

Cited in 67 Serials

52 Insurance Mathematics & Economics
15 Journal of Industrial and Management Optimization
11 Mathematical Problems in Engineering
9 Scandinavian Actuarial Journal
8 Optimization
7 Stochastic Analysis and Applications
6 Journal of Computational and Applied Mathematics
6 European Journal of Operational Research
5 ASTIN Bulletin
5 North American Actuarial Journal
4 Communications in Statistics. Theory and Methods
4 Mathematical Methods of Operations Research
4 International Journal of Theoretical and Applied Finance
4 Mathematical Control and Related Fields
3 Computers & Mathematics with Applications
3 SIAM Journal on Control and Optimization
3 Stochastic Processes and their Applications
3 Discrete Dynamics in Nature and Society
2 International Journal of Control
2 Applied Mathematics and Computation
2 Statistics & Probability Letters
2 Operations Research Letters
2 Acta Mathematicae Applicatae Sinica. English Series
2 Annals of Operations Research
2 Acta Mathematica Sinica. New Series
2 Random Operators and Stochastic Equations
2 Bulletin des Sciences Mathématiques
2 Soft Computing
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 Methodology and Computing in Applied Probability
2 Applied Stochastic Models in Business and Industry
2 The ANZIAM Journal
2 Stochastics and Dynamics
2 International Journal of Stochastic Analysis
2 European Actuarial Journal
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 Mathematical Methods in the Applied Sciences
1 Chaos, Solitons and Fractals
1 Annales Polonici Mathematici
1 Applied Mathematics and Optimization
1 Journal of Applied Probability
1 Journal of Functional Analysis
1 Journal of the Korean Mathematical Society
1 SIAM Journal on Numerical Analysis
1 Journal of Economic Dynamics & Control
1 Mathematical and Computer Modelling
1 Journal of Integral Equations and Applications
1 Japan Journal of Industrial and Applied Mathematics
1 Potential Analysis
1 Computational and Applied Mathematics
1 Finance and Stochastics
1 Acta Mathematica Sinica. English Series
1 Optimization and Engineering
1 RAIRO. Operations Research
1 Journal of Systems Science and Complexity
1 Stochastic Models
1 OR Spectrum
1 Stochastics
1 Journal of the Korean Statistical Society
1 Journal of Biological Dynamics
1 Applications and Applied Mathematics
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Frontiers of Mathematics in China
1 SIAM Journal on Financial Mathematics
1 Asian Journal of Control
1 Journal of the Operations Research Society of China

Citations by Year