Zhongkai Wen

University of Illinois at Chicago

1200 W Harrison St

Chicago, IL 60607

United States

SCHOLARLY PAPERS

6

DOWNLOADS

240

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Considering Part-Time Work after Retirement: Should I Stay or Should I Go?

Number of pages: 44 Posted: 13 Jan 2017
Shanghai Second Polytechnic University, University of Georgia, Illinois State University and University of Illinois at Chicago
Downloads 100 (265,098)
Citation 1

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Retirement Age; Life Cycle Model; Part-Time Work after Retirement

Research Summary in Finance and Insurance

Number of pages: 29 Posted: 25 Oct 2017
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 25 (508,353)

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Research Summary in Finance and Insurance

Number of pages: 27 Posted: 08 Mar 2017
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 18 (553,112)

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Multi-Vasicek Model; Theoretical Study

3.

Optimal Decision on Dynamic Insurance Price and Investment Portfolio of An Insurer with Multi-Dimensional Time-Varying Correlation

Number of pages: 35 Posted: 11 Jan 2018
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 33 (453,628)

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Stochastic Process; Multi-Vasicek model; Time-varying correlation of Multi-Gaussian process; Insurance demand and price; Equally weighted risky asset portfolio

4.

Time Inconsistent Stochastic Differential Game: Theory and an Example in Insurance

Number of pages: 35 Posted: 26 Sep 2017 Last Revised: 10 Jan 2018
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 31 (462,736)

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Stochastic Differential Game; Time Varying Correlation

5.

Optimal Contribution and Investment in a Defined Benefit Pension Plan When the Return Rate of Risky Assets is Time Series Correlated and Cyclical Change

Number of pages: 17 Posted: 08 Mar 2017
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 26 (487,955)
Citation 3

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Vasicek Model, Time inconsisitent, Gauss Process, Minimal variance, Dynamic Contribution Rate and Investment Strategy

6.

Optimization of Price, Default Ratio and Capital Under Regulatory Criterion of Maximizing Social Benefit

Number of pages: 33 Posted: 01 Feb 2018
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 7 (601,885)
Citation 2

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insurance pricing; default rate; social benefit