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Guohui Guan

Observed name: Guan, Guohui
ORCID: 0000-0002-6873-7944
Observed ORCID: 0000-0002-6873-7944
OpenAlex ID: A5077375723
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
2014 · Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 121
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
2014 · Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 78
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
2016 · Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 64
Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
2014 · Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 60
Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks
2020 · Jiaqi Zhu, Guohui Guan, et al. · Journal of Computational and Applied Mathematics · 38
A stochastic Nash equilibrium portfolio game between two DC pension funds
2016 · Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 32
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
2019 · Guohui Guan, Zongxia Liang · Insurance Mathematics and Economics · 25
A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility
2023 · Guohui Guan, Zongxia Liang, et al. · Scandinavian Actuarial Journal · 24
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Time-consistent proportional reinsurance and investment strategies under ambiguous environment
2018 · Guohui Guan, Zongxia Liang, et al. · Insurance Mathematics and Economics · 23
Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games
2022 · Guohui Guan, Xiang Hu · North American Actuarial Journal · 20
Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility
2020 · Guohui Guan, Xiaojun Wang · Scandinavian Actuarial Journal · 18
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
2022 · Guohui Guan, Zongxia Liang, et al. · European Journal of Operational Research · 17
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Robust equilibrium strategies in a defined benefit pension plan game
2022 · Guohui Guan, Jiaqi Hu, et al. · Insurance Mathematics and Economics · 15
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Equilibrium Portfolio Selection for Smooth Ambiguity Preferences
2024 · Guohui Guan, Zongxia Liang, et al. · Mathematics of Operations Research · 10
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Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity
2022 · Guohui Guan, Xiang Hu · The North American Journal of Economics and Finance · 10
On the analysis of a discrete-time risk model with INAR(1) processes
2021 · Guohui Guan, Xiang Hu · Scandinavian Actuarial Journal · 10
Retirement Decision with Addictive Habit Persistence in a Jump Diffusion Market
2025 · Guohui Guan, Qitao Huang, et al. · SIAM Journal on Financial Mathematics · 9
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Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
2022 · Guohui Guan, Bin Li · Journal of Economic Dynamics and Control · 9
Optimal annuitization and asset allocation under linear habit formation
2023 · Guohui Guan, Zongxia Liang, et al. · Insurance Mathematics and Economics · 8
Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs
2023 · Guohui Guan, Lin He, et al. · North American Actuarial Journal · 7
Time-consistent lifetime portfolio selection under smooth ambiguity
2022 · Luyang Yu, Liyuan Lin, et al. · Mathematical Control and Related Fields · 7
Optimal management of DB pension fund under both underfunded and overfunded cases
2023 · Guohui Guan, Zongxia Liang, et al. · Scandinavian Actuarial Journal · 6
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Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
2025 · Guohui Guan, Zongxia Liang, et al. · Mathematics and Financial Economics · 5
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Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty
2025 · Guohui Guan, Zongxia Liang, et al. · Scandinavian Actuarial Journal · 4
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Equilibrium singular dividend control under ambiguity aggregation of heterogeneous discount rates
2026 · Cao, Yue, Guan, Guohui, et al. · arXiv (Cornell University) · 2
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Works count: 42
Citation count: 636
H-index: 13
I10-index: 16
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