Pages that link to "Item:Q1413280"
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The following pages link to Minimization of risks in pension funding by means of contributions and portfolio selection. (Q1413280):
Displaying 36 items.
- De-risking defined benefit plans (Q492661) (← links)
- Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (Q659088) (← links)
- Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
- Optimal risk management in defined benefit stochastic pension funds (Q977156) (← links)
- Stochastic pension fund control in the presence of Poisson jumps (Q995505) (← links)
- Optimal pension fund management under multi-period risk minimization (Q1026572) (← links)
- Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
- Allocating unfunded liability in pension valuation under uncertainty. (Q1413324) (← links)
- Pension funding incorporating downside risks. (Q1413391) (← links)
- A portfolio approach to the optimal funding of pensions (Q1583281) (← links)
- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (Q1641132) (← links)
- Pension risk management with funding and buyout options (Q1697235) (← links)
- Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
- Dynamic approaches to pension funding (Q1892989) (← links)
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
- Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
- Risk management for pension funds. A continuous time approach with applications in R (Q2007484) (← links)
- Dynamic optimal adjustment policies of hybrid pension plans (Q2172028) (← links)
- Optimal DB-PAYGO pension management towards a habitual contribution rate (Q2212147) (← links)
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
- A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
- Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims (Q2347112) (← links)
- Optimal supervisory rules for pension funds under diverse pension security mechanisms (Q2356235) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
- Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
- Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
- Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
- Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
- Optimal investment decisions with a liability: the case of defined benefit pension plans (Q2507610) (← links)
- Managing reputational risk in the decumulation phase of a pension fund (Q2685513) (← links)
- A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) (← links)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
- Continuous-time optimal pension indexing in pay-as-you-go systems (Q6580714) (← links)
- Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility (Q6666649) (← links)
