Pages that link to "Item:Q2513440"

The following pages link to Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440):

Displaying 20 items.

• PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND (Q5140084) (← links)
• Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
• Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (Q5241945) (← links)
• CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
• Optimal investment strategy for asset-liability management under the Heston model (Q5382938) (← links)
• (Q5383693) (← links)
• Optimal Control of DC Pension Plan Management under Two Incentive Schemes (Q5742903) (← links)
• Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
• Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
• Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
• Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
• Optimal management of DB pension fund under both underfunded and overfunded cases (Q6587494) (← links)
• Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)
• The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes (Q6641345) (← links)
• Pension funds with longevity risk: an optimal portfolio insurance approach (Q6665607) (← links)
• Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility (Q6666649) (← links)
• Optimal defined-contribution pension management with financial and mortality risks (Q6668688) (← links)