Edit Profile (opens in new tab) Liang, Zongxia Compute Distance To: Compute Author ID: liang.zongxia Published as: Liang, Zongxia; Liang, Zong-xia Documents Indexed: 74 Publications since 1986 Co-Authors: 25 Co-Authors with 42 Joint Publications 491 Co-Co-Authors all top 5 Co-Authors 17 single-authored 14 He, Lin 9 Guan, Guohui 5 Ma, Ming 4 Zheng, Mingli 3 Bauwens, Luc 3 Liu, Yang 3 Yedavalli, Rama Krishna 2 Hart, Hiram E. 2 Song, Yilun 2 Suaris, W. 2 Wu, Weiming 2 Ye, Qi 2 Zhao, Xiaoyang 1 Cao, Guilan 1 Feng, Jian 1 Guan, Huiqi 1 He, Kai 1 Hou, Ping 1 Hu, Jiaqi 1 Huang, Jianping 1 Jiang, Shuqing 1 Khastoo, B. 1 Long, Mingsi 1 Sheng, Wenlong 1 Song, Min 1 Soong, T. T. 1 Sun, Bin 1 Wang, Sheng 1 Xia, Yi 1 Xing, Fei 1 Yuan, Fengyi all top 5 Serials 24 Insurance Mathematics & Economics 3 Acta Mathematica Sinica. New Series 3 Bulletin des Sciences Mathématiques 2 International Journal of Solids and Structures 2 Bulletin of Mathematical Biology 2 Mathematica Applicata 2 Stochastic Processes and their Applications 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Scandinavian Actuarial Journal 1 Modern Physics Letters A 1 Modern Physics Letters B 1 Computers & Mathematics with Applications 1 Journal of Applied Mechanics 1 Journal of Sound and Vibration 1 Shock Waves 1 Journal of Guidance, Control and Dynamics 1 IEEE Transactions on Automatic Control 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Journal of Mathematics of Kyoto University 1 SIAM Journal on Control and Optimization 1 Journal of Mathematics. Wuhan University 1 Stochastic Analysis and Applications 1 Science in China. Series A 1 European Journal of Operational Research 1 Journal of Dynamic Systems, Measurement and Control 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Potential Analysis 1 International Journal of Computational Fluid Dynamics 1 Mathematical Finance 1 Acta Mathematica Sinica. English Series 1 Combustion Theory and Modelling 1 Optimization and Engineering 1 Stochastics and Dynamics 1 North American Actuarial Journal 1 Journal of Industrial and Management Optimization 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 Scientia Sinica. Mathematica all top 5 Fields 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Probability theory and stochastic processes (60-XX) 25 Systems theory; control (93-XX) 6 Ordinary differential equations (34-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Mechanics of deformable solids (74-XX) 4 Operations research, mathematical programming (90-XX) 3 Partial differential equations (35-XX) 3 Numerical analysis (65-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 Algebraic topology (55-XX) 2 Statistics (62-XX) 2 Computer science (68-XX) 2 Mechanics of particles and systems (70-XX) 2 Fluid mechanics (76-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Functional analysis (46-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 45 Publications have been cited 410 times in 258 Documents Cited by ▼ Year ▼ Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework. Zbl 1304.91193Guan, Guohui; Liang, Zongxia 44 2014 Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs. Zbl 1156.91395He, Lin; Liang, Zongxia 43 2009 Reduced conservatism in stability robustness bounds by state transformation. Zbl 0593.93040Yedavalli, R. K.; Liang, Z. 36 1986 Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework. Zbl 1290.91147He, Lin; Liang, Zongxia 33 2013 Optimal financing and dividend control of the insurance company with proportional reinsurance policy. Zbl 1141.91445He, Lin; Liang, Zongxia 31 2008 Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks. Zbl 1296.91155Guan, Guohui; Liang, Zongxia 29 2014 Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns. Zbl 1318.91115Guan, Guohui; Liang, Zongxia 25 2015 Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information. Zbl 1348.91168Liang, Zongxia; Song, Min 25 2015 Optimal management of DC pension plan under loss aversion and value-at-risk constraints. Zbl 1369.91197Guan, Guohui; Liang, Zongxia 23 2016 Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase. Zbl 1284.91521He, Lin; Liang, Zongxia 16 2013 A stochastic Nash equilibrium portfolio game between two DC pension funds. Zbl 1371.91156Guan, Guohui; Liang, Zongxia 12 2016 Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs. Zbl 1291.91111Guan, Huiqi; Liang, Zongxia 12 2014 Optimal control of the insurance company with proportional reinsurance policy under solvency constraints. Zbl 1160.91020He, Lin; Hou, Ping; Liang, Zongxia 10 2008 Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims. Zbl 1314.91195He, Lin; Liang, Zongxia 10 2015 Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane. Zbl 0997.60066Liang, Zongxia 9 1999 Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane. Zbl 0863.60059Liang, Zong-xia; Zheng, Ming-li 9 1996 Stock loan with automatic termination clause, cap and margin. Zbl 1207.91064Liang, Zongxia; Wu, Weiming; Jiang, Shuqing 8 2010 Optimal dividend and investing control of an insurance company with higher solvency constraints. Zbl 1232.91352Liang, Zongxia; Huang, Jianping 8 2011 Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients. Zbl 1079.60056Liang, Zongxia 7 2005 Stochastic differential equation driven by countably many Brownian motions with non-Lipschitzian coefficients. Zbl 1094.60042Liang, Zongxia 6 2006 Optimal mean-variance efficiency of a family with life insurance under inflation risk. Zbl 1371.91158Liang, Zongxia; Zhao, Xiaoyang 5 2016 Time-consistent proportional reinsurance and investment strategies under ambiguous environment. Zbl 1417.91269Guan, Guohui; Liang, Zongxia; Feng, Jian 5 2018 Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space. Zbl 0872.60036Liang, Zongxia 4 1996 Robust consumption-investment problem under CRRA and CARA utilities with time-varying confidence sets. Zbl 07326775Liang, Zongxia; Ma, Ming 4 2020 Optimal control of DC pension plan management under two incentive schemes. Zbl 1411.91285He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming 4 2019 Optimal control of a big financial company with debt liability under bankrupt probability constraints. Zbl 1263.91025Liang, Zongxia; Sun, Bin 4 2011 Optimal dynamic asset allocation of pension fund in mortality and salary risks framework. Zbl 1348.91167Liang, Zongxia; Ma, Ming 4 2015 Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic. Zbl 1115.60061Liang, Zongxia 3 2007 Robust optimal reinsurance and investment strategies for an AAI with multiple risks. Zbl 1427.91232Guan, Guohui; Liang, Zongxia 3 2019 Micromechanics-based constitutive modeling for unidirectional laminated composites. Zbl 1120.74725Liang, Z.; Lee, H. K.; Suaris, W. 3 2006 Reducibility of 1-d quantum harmonic oscillator equation with unbounded oscillation perturbations. Zbl 1451.35152Liang, Z.; Luo, J. 3 2021 Valuing inflation-linked death benefits under a stochastic volatility framework. Zbl 1369.91184Liang, Zongxia; Sheng, Wenlong 2 2016 An index of damping non-proportionality for discrete vibrating systems. Zbl 1147.74348Tong, M.; Liang, Z.; Lee, G. C. 2 1994 Cell structure and stability of detonations with a pressure-dependent chain-branching reaction rate model. Zbl 1116.80311Liang, Z.; Bauwens, L. 2 2005 Weighted utility optimization of the participating endowment contract. Zbl 1448.91260He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming 2 2020 Optimal DB-PAYGO pension management towards a habitual contribution rate. Zbl 1458.91183He, Lin; Liang, Zongxia; Yuan, Fengyi 2 2020 Minimization of absolute ruin probability under negative correlation assumption. Zbl 1348.91166Liang, Zongxia; Long, Mingsi 2 2015 Fractional smoothness for the generalized local time of the indefinite Skorokhod integral. Zbl 1106.60048Liang, Zongxia 1 2006 Bayesian image processing of data from constrained source distributions. I: Non-valued, uncorrelated and correlated constraints. Zbl 0615.62149Liang, Z.; Hart, H. 1 1987 Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs. Zbl 1139.60324Liang, Zongxia 1 2008 Kunita-type stochastic flows of homeomorphisms in Euclidean space. Zbl 1147.60037Liang, Zongxia 1 2007 Aircraft control design using improved time-domain stability robustness bounds. Zbl 0604.93040Yedavalli, R. K.; Liang, Z. 1 1986 Variational inequalities in stock loan models. Zbl 1293.91201Liang, Zongxia; Wu, Weiming 1 2012 Optimal contribution rate of PAYGO pension. Zbl 1471.91461He, Lin; Liang, Zongxia; Song, Yilun; Ye, Qi 1 2021 Optimal asset allocation, consumption and retirement time with the variation in habitual persistence. Zbl 1484.91386He, Lin; Liang, Zongxia; Song, Yilun; Ye, Qi 1 2022 Optimal asset allocation, consumption and retirement time with the variation in habitual persistence. Zbl 1484.91386He, Lin; Liang, Zongxia; Song, Yilun; Ye, Qi 1 2022 Reducibility of 1-d quantum harmonic oscillator equation with unbounded oscillation perturbations. Zbl 1451.35152Liang, Z.; Luo, J. 3 2021 Optimal contribution rate of PAYGO pension. Zbl 1471.91461He, Lin; Liang, Zongxia; Song, Yilun; Ye, Qi 1 2021 Robust consumption-investment problem under CRRA and CARA utilities with time-varying confidence sets. Zbl 07326775Liang, Zongxia; Ma, Ming 4 2020 Weighted utility optimization of the participating endowment contract. Zbl 1448.91260He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming 2 2020 Optimal DB-PAYGO pension management towards a habitual contribution rate. Zbl 1458.91183He, Lin; Liang, Zongxia; Yuan, Fengyi 2 2020 Optimal control of DC pension plan management under two incentive schemes. Zbl 1411.91285He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming 4 2019 Robust optimal reinsurance and investment strategies for an AAI with multiple risks. Zbl 1427.91232Guan, Guohui; Liang, Zongxia 3 2019 Time-consistent proportional reinsurance and investment strategies under ambiguous environment. Zbl 1417.91269Guan, Guohui; Liang, Zongxia; Feng, Jian 5 2018 Optimal management of DC pension plan under loss aversion and value-at-risk constraints. Zbl 1369.91197Guan, Guohui; Liang, Zongxia 23 2016 A stochastic Nash equilibrium portfolio game between two DC pension funds. Zbl 1371.91156Guan, Guohui; Liang, Zongxia 12 2016 Optimal mean-variance efficiency of a family with life insurance under inflation risk. Zbl 1371.91158Liang, Zongxia; Zhao, Xiaoyang 5 2016 Valuing inflation-linked death benefits under a stochastic volatility framework. Zbl 1369.91184Liang, Zongxia; Sheng, Wenlong 2 2016 Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns. Zbl 1318.91115Guan, Guohui; Liang, Zongxia 25 2015 Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information. Zbl 1348.91168Liang, Zongxia; Song, Min 25 2015 Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims. Zbl 1314.91195He, Lin; Liang, Zongxia 10 2015 Optimal dynamic asset allocation of pension fund in mortality and salary risks framework. Zbl 1348.91167Liang, Zongxia; Ma, Ming 4 2015 Minimization of absolute ruin probability under negative correlation assumption. Zbl 1348.91166Liang, Zongxia; Long, Mingsi 2 2015 Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework. Zbl 1304.91193Guan, Guohui; Liang, Zongxia 44 2014 Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks. Zbl 1296.91155Guan, Guohui; Liang, Zongxia 29 2014 Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs. Zbl 1291.91111Guan, Huiqi; Liang, Zongxia 12 2014 Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework. Zbl 1290.91147He, Lin; Liang, Zongxia 33 2013 Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase. Zbl 1284.91521He, Lin; Liang, Zongxia 16 2013 Variational inequalities in stock loan models. Zbl 1293.91201Liang, Zongxia; Wu, Weiming 1 2012 Optimal dividend and investing control of an insurance company with higher solvency constraints. Zbl 1232.91352Liang, Zongxia; Huang, Jianping 8 2011 Optimal control of a big financial company with debt liability under bankrupt probability constraints. Zbl 1263.91025Liang, Zongxia; Sun, Bin 4 2011 Stock loan with automatic termination clause, cap and margin. Zbl 1207.91064Liang, Zongxia; Wu, Weiming; Jiang, Shuqing 8 2010 Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs. Zbl 1156.91395He, Lin; Liang, Zongxia 43 2009 Optimal financing and dividend control of the insurance company with proportional reinsurance policy. Zbl 1141.91445He, Lin; Liang, Zongxia 31 2008 Optimal control of the insurance company with proportional reinsurance policy under solvency constraints. Zbl 1160.91020He, Lin; Hou, Ping; Liang, Zongxia 10 2008 Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs. Zbl 1139.60324Liang, Zongxia 1 2008 Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic. Zbl 1115.60061Liang, Zongxia 3 2007 Kunita-type stochastic flows of homeomorphisms in Euclidean space. Zbl 1147.60037Liang, Zongxia 1 2007 Stochastic differential equation driven by countably many Brownian motions with non-Lipschitzian coefficients. Zbl 1094.60042Liang, Zongxia 6 2006 Micromechanics-based constitutive modeling for unidirectional laminated composites. Zbl 1120.74725Liang, Z.; Lee, H. K.; Suaris, W. 3 2006 Fractional smoothness for the generalized local time of the indefinite Skorokhod integral. Zbl 1106.60048Liang, Zongxia 1 2006 Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients. Zbl 1079.60056Liang, Zongxia 7 2005 Cell structure and stability of detonations with a pressure-dependent chain-branching reaction rate model. Zbl 1116.80311Liang, Z.; Bauwens, L. 2 2005 Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane. Zbl 0997.60066Liang, Zongxia 9 1999 Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane. Zbl 0863.60059Liang, Zong-xia; Zheng, Ming-li 9 1996 Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space. Zbl 0872.60036Liang, Zongxia 4 1996 An index of damping non-proportionality for discrete vibrating systems. Zbl 1147.74348Tong, M.; Liang, Z.; Lee, G. C. 2 1994 Bayesian image processing of data from constrained source distributions. I: Non-valued, uncorrelated and correlated constraints. Zbl 0615.62149Liang, Z.; Hart, H. 1 1987 Reduced conservatism in stability robustness bounds by state transformation. Zbl 0593.93040Yedavalli, R. K.; Liang, Z. 36 1986 Aircraft control design using improved time-domain stability robustness bounds. Zbl 0604.93040Yedavalli, R. K.; Liang, Z. 1 1986 all cited Publications top 5 cited Publications all top 5 Cited by 377 Authors 39 Liang, Zongxia 14 Guan, Guohui 11 He, Lin 11 Li, Zhongfei 10 Zhao, Hui 9 Rong, Ximin 8 Li, Danping 7 Chen, Ping 7 Yao, Dingjun 7 Yuen, Kam Chuen 6 Forsyth, Peter A. 6 Jin, Zhuo 6 Wang, Rongming 6 Yao, Haixiang 6 Zeng, Yan 5 Chen, Mi 5 Peng, Xingchun 5 Sun, Jingyun 5 Zhang, Ling 5 Zhu, Jinxia 4 Bai, Yanfei 4 Chang, Hao 4 Chen, Fenge 4 Dang, Duy Minh 4 Dong, Yinghui 4 Guo, Junyi 4 Lindensjö, Kristoffer 4 Pan, Jian 4 Van Staden, Pieter M. 4 Wang, Wenyuan 4 Xiao, Helu 4 Yang, Hailiang 4 Zhou, Zhongbao 3 Bian, Lihua 3 Chen, Peimin 3 Chen, Zheng 3 Chen, Zhiping 3 Gao, Rui 3 Huang, Jianhui 3 Li, Xun 3 Liang, Zhibin 3 Liu, Jicheng 3 Liu, Yang 3 Ma, Ming 3 Michta, Mariusz 3 Qian, Linyi 3 Siu, Tak Kuen 3 Świątek, Kamil Łukasz 3 Wang, Liyuan 3 Wang, Ning 3 Wang, Pei 3 Wang, Suxin 3 Xiao, Qingxian 3 Xu, Lin 2 Alia, Ishak 2 Baltas, Ioannis D. 2 Beyers, Conrad F. J. 2 Bi, Junna 2 Chen, Hongjing 2 Chen, Lv 2 Cheng, Gongpin 2 Chighoub, Farid 2 Dai, Hongshuai 2 Deng, Yingchun 2 Du, Kai 2 Eddahbi, M’hamed 2 Gan, Guojun 2 Guambe, Calisto 2 Huang, Ya 2 Huang, Yujuan 2 Kufakunesu, Rodwell 2 Li, Jiaao 2 Li, Shuanming 2 Li, Yongwu 2 Liu, Zaiming 2 Luo, Xiankang 2 Menoncin, Francesco 2 Menoukeu Pamen, Olivier 2 Peng, Xiaofan 2 Shen, Yang 2 Song, Aimin 2 Tan, Ken Seng 2 van Zyl, Gusti Augustinus Johannes 2 Vigna, Elena 2 Wang, Hao 2 Wei, Jiaqin 2 Wei, Pengyu 2 Weng, Chengguo 2 Wu, Huiling 2 Wu, Sang 2 Wu, Yonghong 2 Wu, Zhen 2 Xiang, Kaili 2 Xiang, Xuyan 2 Yan, Ming 2 Yannacopoulos, Athanasios N. 2 Yu, Wenguang 2 Yuan, Yu 2 Zhang, Caibin 2 Zhang, Shuhua ...and 277 more Authors all top 5 Cited in 75 Serials 58 Insurance Mathematics & Economics 15 Journal of Industrial and Management Optimization 12 Communications in Statistics. Theory and Methods 11 Mathematical Problems in Engineering 10 Optimization 10 Scandinavian Actuarial Journal 8 European Journal of Operational Research 7 Journal of Computational and Applied Mathematics 7 Stochastic Analysis and Applications 6 North American Actuarial Journal 5 ASTIN Bulletin 4 Stochastic Processes and their Applications 4 Mathematical Methods of Operations Research 4 Discrete Dynamics in Nature and Society 4 International Journal of Theoretical and Applied Finance 4 Methodology and Computing in Applied Probability 4 Mathematical Control and Related Fields 3 Computers & Mathematics with Applications 3 SIAM Journal on Control and Optimization 2 International Journal of Control 2 Journal of Mathematical Analysis and Applications 2 Applied Mathematics and Computation 2 Statistics & Probability Letters 2 Operations Research Letters 2 Acta Mathematicae Applicatae Sinica. English Series 2 Journal of Economic Dynamics & Control 2 Annals of Operations Research 2 Acta Mathematica Sinica. New Series 2 Random Operators and Stochastic Equations 2 Bulletin des Sciences Mathématiques 2 Soft Computing 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Applied Stochastic Models in Business and Industry 2 The ANZIAM Journal 2 Journal of Systems Science and Complexity 2 Stochastics and Dynamics 2 International Journal of Stochastic Analysis 2 European Actuarial Journal 2 Journal of the Operations Research Society of China 1 Journal of the Franklin Institute 1 Mathematical Methods in the Applied Sciences 1 Chaos, Solitons and Fractals 1 Annales Polonici Mathematici 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Journal of Functional Analysis 1 Journal of the Korean Mathematical Society 1 Journal of Optimization Theory and Applications 1 SIAM Journal on Numerical Analysis 1 Systems & Control Letters 1 Mathematical and Computer Modelling 1 Journal of Integral Equations and Applications 1 Japan Journal of Industrial and Applied Mathematics 1 Potential Analysis 1 Computational and Applied Mathematics 1 Finance and Stochastics 1 Acta Mathematica Sinica. English Series 1 Probability in the Engineering and Informational Sciences 1 Optimization and Engineering 1 RAIRO. Operations Research 1 Quantitative Finance 1 Stochastic Models 1 OR Spectrum 1 Advances in Difference Equations 1 Stochastics 1 Journal of the Korean Statistical Society 1 Journal of Biological Dynamics 1 Applications and Applied Mathematics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Frontiers of Mathematics in China 1 SIAM Journal on Financial Mathematics 1 Asian Journal of Control 1 Annals of Finance 1 Modern Stochastics. Theory and Applications 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 19 Fields 213 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 115 Systems theory; control (93-XX) 90 Probability theory and stochastic processes (60-XX) 28 Calculus of variations and optimal control; optimization (49-XX) 25 Operations research, mathematical programming (90-XX) 23 Statistics (62-XX) 8 Numerical analysis (65-XX) 5 Ordinary differential equations (34-XX) 3 Partial differential equations (35-XX) 2 Integral equations (45-XX) 2 Algebraic topology (55-XX) 2 Computer science (68-XX) 2 Mathematics education (97-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Biology and other natural sciences (92-XX) Citations by Year