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~isPartOf:"Insurance / Mathematics & economics"
~person:"Yao, Haixiang"
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Yao, Haixiang
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
2
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
3
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
4
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang
;
Chen, Ping
;
Li, Xun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
Saved in:
5
Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang
;
Lai, Yongzeng
;
Ma, Qinghua
;
Jian, Minjie
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
Saved in:
6
Markowitz’s mean-variance defined contribution pension fund management under inflation : a continuous-time model
Yao, Haixiang
;
Yang, Zhou
;
Chen, Ping
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 851-863
Persistent link: https://www.econbiz.de/10010227804
Saved in:
7
Continuous-time mean-variance asset-liability management with endogenous liabilities
Yao, Haixiang
;
Lai, Yongzeng
;
Li, Yong
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009719072
Saved in:
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