Liang, Zongxia
- Equilibria for Time-inconsistent Singular Control Problems
2023/10/13 by Zongxia Liang, Liang, Zongxia, Xiaodong Luo +3 · 3 citations
Mathematics · #FOS: Mathematics #Navier-Stokes equation solutions #Optimization and Control (math.OC)
- Optimal dividend and investing control of a insurance company with higher solvency constraints
2010/05/09 by Liang, Zongxia, Huang, Jianping · 1 citation
#60H05 #60H10 (Secondary) #60H30 #91B28 #91B30 (Primary) #93E20 #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Risk Management (q-fin.RM)
- Stackelberg reinsurance and premium decisions with MV criterion and irreversibility
2024/02/18 by Liang, Zongxia, Luo, Xiaodong · 2 citations
#FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Robust consumption-investment problem Under CRRA and CARA utilities with time-varying confidence sets
2018/11/29 by Liang, Zongxia, Ma, Ming · 1 citation
#49K35 #91B28 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Dynamic portfolio selection for nonlinear law-dependent preferences
2023/11/12 by Zongxia Liang, Jianming Xia, Liang, Zongxia +3 · 2 citations
Economics, Econometrics and Finance · Decision Sciences · #Economic theories and models #Stochastic processes and financial applications #Risk and Portfolio Optimization
- Equilibrium Portfolio Selection for Smooth Ambiguity Preferences
2023/02/16 by Guohui Guan, Zongxia Liang, Guan, Guohui +3 · 2 citations
Economics, Econometrics and Finance · Decision Sciences · #Economic theories and models #Stochastic processes and financial applications #Risk and Portfolio Optimization
- Optimal management of DC pension fund under relative performance ratio and VaR constraint
2021/03/07 by Guan, Guohui, Liang, Zongxia, xia, Yi · 1 citation
#FOS: Economics and business #Risk Management (q-fin.RM)
- Time-inconsistent mean field and n-agent games under relative performance criteria
2023/12/22 by Zongxia Liang, Liang, Zongxia, Keyu Zhang +1 · 2 citations
Economics, Econometrics and Finance · #Economic Policies and Impacts #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF)
- Equilibrium portfolio selection under beliefs-dependent utilities
2024/10/22 by Chen, Xiaochen, Guan, Guohui, Liang, Zongxia · 2 citations
#FOS: Mathematics #Optimization and Control (math.OC)
- Dynamic portfolio selection under generalized disappointment aversion
2024/01/16 by Liang, Zongxia, Wang, Sheng, Xia, Jianming +1 · 1 citation
#91B08 #91G10 #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM)
- An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences
2024/12/03 by Liang, Zongxia, Wang, Sheng, Xia, Jianming · 2 citations
#91B70 #91G10 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
- A Framework of State-dependent Utility Optimization with General Benchmarks
2021/01/17 by Zongxia Liang, Yang Liu, Liang, Zongxia +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #49J55 #91B16 (Primary) 49K45 #91G80 (Secondary) #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Risk and Portfolio Optimization
- A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition
2024/05/10 by Zongxia Liang, Liang, Zongxia, Yi Xia +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF)
- A Reinforcement Learning Framework for Some Singular Stochastic Control Problems
2025/06/27 by Liang, Zongxia, Luo, Xiaodong, Yu, Xiang · 2 citations
#49K45 #93B47 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)