3 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.RM2025★ 3 cited
Optimal Reinsurance under Endogenous Default and Background Risk
Zongxia Liang, Zhaojie Ren, Bin Zou
This paper studies an optimal reinsurance problem for a utility-maximizing insurer, subject to the reinsurer's endogenous default and background risk. An endogenous default occurs…
q-fin.MF2023
Optimal Mix Among PAYGO, EET and Individual Savings
Lin He, Zongxia Liang, Zhaojie Ren +1
In order to deal with the aging problem, pension system is actively transformed into the funded scheme. However, the funded scheme does not completely replace PAYGO (Pay as You Go)…