Concepedia

Guohui Guan

GG

16

Publications

568

Citations

14

H-Index

2014

Active since

Affiliations

Tsinghua University(Current)

Renmin University of China

Zhongnan University of Economics and Law

National University of Singapore

Guohui Guan is an author at Tsinghua University specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsManagementInsuranceAsset PricingFinancial RiskPortfolio OptimizationEngineeringFinancial Risk Management

Publications per year

2014–2023

16

Publications

16

Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework

Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 2014 · 118 citations

Option Pricing, Asset Pricing, Finance +6

Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks

Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 2014 · 78 citations

Economics, Financial Risk Management, Inflation Risks +8

Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints

Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 2016 · 65 citations

Portfolio Optimization, Engineering, Asset Pricing +12

Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns

Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 2014 · 58 citations

Economics, Mean–variance Efficiency, Financial Economics +7

Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks

Jiaqi Zhu, Guohui Guan, Shenghong Li · Journal of Computational and Applied Mathematics · 2020 · 37 citations

Volatility Risks, Option Pricing, Asset Pricing +7

Rows per page

1–5 of 16