| Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework G Guan, Z Liang Insurance: Mathematics and Economics 57, 58-66, 2014 | 128 | 2014 |
| Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks G Guan, Z Liang Insurance: Mathematics and Economics 55, 105-115, 2014 | 89 | 2014 |
| Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints G Guan, Z Liang Insurance: Mathematics and Economics 69, 224-237, 2016 | 71 | 2016 |
| Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns G Guan, Z Liang Insurance: Mathematics and Economics 61, 99-109, 2015 | 69 | 2015 |
| A stochastic Nash equilibrium portfolio game between two DC pension funds G Guan, Z Liang Insurance: Mathematics and Economics 70, 237-244, 2016 | 31 | 2016 |
| Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks J Zhu, G Guan, S Li Journal of Computational and Applied Mathematics 374, 112737, 2020 | 26 | 2020 |
| Robust optimal reinsurance and investment strategies for an AAI with multiple risks G Guan, Z Liang Insurance: Mathematics and Economics 89, 63-78, 2019 | 16 | 2019 |
| Time-consistent proportional reinsurance and investment strategies under ambiguous environment G Guan, Z Liang, J Feng Insurance: Mathematics and Economics 83, 122-133, 2018 | 15 | 2018 |
| Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games G Guan, X Hu North American Actuarial Journal 26 (4), 537-569, 2022 | 14 | 2022 |
| Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility G Guan, X Wang Scandinavian Actuarial Journal 2020 (8), 677-699, 2020 | 13 | 2020 |
| On the analysis of a discrete-time risk model with INAR (1) processes G Guan, X Hu Scandinavian Actuarial Journal 2022 (2), 115-138, 2022 | 8 | 2022 |
| Retirement decision and optimal consumption-investment under addictive habit persistence G Guan, Z Liang, F Yuan arXiv e-prints, arXiv: 2011.10166, 2020 | 8 | 2020 |
| Optimal management of DC pension fund under the relative performance ratio and VaR constraint G Guan, Z Liang, Y Xia European Journal of Operational Research 305 (2), 868-886, 2023 | 5 | 2023 |
| Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity G Guan, X Hu The North American Journal of Economics and Finance 63, 101793, 2022 | 4 | 2022 |
| Time-consistent lifetime portfolio selection under smooth ambiguity L Yu, L Lin, G Guan, J Liu Mathematical Control and Related Fields 13 (3), 967-987, 2023 | 3 | 2023 |
| Robust equilibrium strategies in a defined benefit pension plan game G Guan, J Hu, Z Liang Insurance: Mathematics and Economics 106, 193-217, 2022 | 3 | 2022 |
| Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution G Guan, B Li Journal of Economic Dynamics and Control 143, 104515, 2022 | 2 | 2022 |
| Equilibrium portfolio selection for smooth ambiguity preferences G Guan, Z Liang, J Xia Mathematics of Operations Research, 2024 | 1 | 2024 |
| A Stackelberg reinsurance-investment game under α-maxmin mean-variance criterion and stochastic volatility G Guan, Z Liang, Y Song Scandinavian Actuarial Journal 2024 (1), 28-63, 2024 | 1 | 2024 |
| Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs G Guan, L He, Z Liang, Y Liu, L Zhang North American Actuarial Journal, 1-24, 2023 | 1 | 2023 |
