Ning Wang

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Macquarie University

Australia

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Robust optimization problems in actuarial science

Open Date: 2020-04-01

Close Date: 2020-12-01

Articles (20)

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Collaborators (4)

Tak Kuen Siu

Macquarie University

AUSTRALIA

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Song-Ping Zhu

Head of School, Senior Professor

University of Wollongong

AUSTRALIA

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Ha Nguyen

Macquarie University

AUSTRALIA

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Jinhui Zhang

Macquarie University

AUSTRALIA

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Ning Wang

Research Interests

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Recent Grants

Articles (20)

Utility maximization of household with information learning and health shocks

Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility

Life‐cycle planning model with stochastic volatility and recursive preferences

Optimal decision-making for consumption, investment, housing, and life insurance purchase in a couple with dependent mortality

Investment–consumption optimization with transaction cost and learning about return predictability

Life-cycle model with subsistence consumption constraint and state-dependent utilities

Robust asset-liability management games for n players under multivariate stochastic covariance models

Equilibrium reinsurance strategies for catastrophe and secondary claims under α-maxmin mean–variance criterion

Life-cycle planning with CEV model and time-inconsistent preferences

Optimal asset allocation under search frictions and stochastic interest rate

On a doubly reflected risk process with running maximum dependent reflecting barriers

Robust optimal asset-liability management with mispricing and stochastic factor market dynamics

Sustainable development of audit market

Household investment-consumption-insurance policies under the age-dependent risk preferences

Robust reinsurance and investment strategies under principal–agent framework

Dynamic fund protection for property markets

Household consumption-investment-insurance decisions with uncertain income and market ambiguity

Modelling the aggregate loss for insurance claims with dependence

Reinsurance-investment game between two mean–variance insurers under model uncertainty

Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints

Collaborators (4)

Tak Kuen Siu

Song-Ping Zhu

Ha Nguyen

Jinhui Zhang

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