Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs

By Lin He, Zongxia Liang. 2009

94 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/619d61fd111459b1f631f36e8f4b5e68bf977f09

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 Economics and Econometrics

1. Guohui Guan
2. Zongxia Liang

In Management Science and Operations Research

1. Guohui Guan
2. Zongxia Liang

Citations in the corpus

• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (2014, background): “Liang,Yuen and Guo[26](2011) maximizes the exponential utility where the instantaneous rate of the stock return follows an Ornstein-Uhlenbeck process so that the stock price can have features of bull and bear markets.”
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (2014, background): “The proof is very simple, see Fleming and Soner [8](1993), Guan and Liang[18](2014), Guan and Liang [19](2014), He and Liang [18](2008) and [19](2009), so we omit it here.”