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

By Guohui Guan, Zongxia Liang. 2014

89 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/53adcaffdcb373c1e0e9a093d8157de1f97d6ec3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Guohui Guan
2. Zongxia Liang

In Finance

1. Zongxia Liang
2. Guohui Guan

In Management Science and Operations Research

1. Guohui Guan
2. Zongxia Liang

Citations in the corpus

• Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (2015, background): “[29](2007), Han and Huang [19](2012) and Guan and Liang[17](2014), auxiliary processes were introduced to make the original problem with inflation risk solvable by stochastic programming.”