Pages that link to "Item:Q1413348"
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The following pages link to Optimal investment strategies in the presence of a minimum guarantee. (Q1413348):
Displaying 50 items.
- On the sub-optimality cost of immediate annuitization in DC pension funds (Q300812) (← links)
- Downside risk in multiperiod tracking error models (Q301206) (← links)
- Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
- Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
- Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- Regret, portfolio choice, and guarantees in defined contribution schemes (Q849592) (← links)
- Legendre transform-dual solution for investment and consumption problem under the Vasicek model (Q890628) (← links)
- Pension funds as institutions for intertemporal risk transfer (Q931188) (← links)
- Regret aversion and annuity risk in defined contribution pension plans (Q931195) (← links)
- Stochastic optimal control of DC pension funds (Q931216) (← links)
- Optimal design of the guarantee for defined contribution funds (Q953713) (← links)
- Optimal risk management in defined benefit stochastic pension funds (Q977156) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
- Nearly optimal strategies for special cases of on-line capital investment. (Q1401318) (← links)
- Optimal pension management in a stochastic framework. (Q1430674) (← links)
- Constant proportion portfolio insurance in defined contribution pension plan management (Q1621918) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
- Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
- Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
- Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (Q1703574) (← links)
- Optimal investment for insurers with the extended CIR interest rate model (Q1722131) (← links)
- Portfolio selection with liability and affine interest rate in the HARA utility framework (Q1723831) (← links)
- Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
- Risk management of time varying floors for dynamic portfolio insurance (Q1744530) (← links)
- Communication and personal selection of pension saver's financial risk (Q1755410) (← links)
- Dynamic hybrid products with guarantees -- an optimal portfolio framework (Q1757610) (← links)
- Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
- Optimal investment strategies for DC pension with stochastic salary under the affine interest rate model (Q1956025) (← links)
- Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
- Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
- An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
- Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
- Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
- Optimal investment-consumption problem: post-retirement with minimum guarantee (Q2212151) (← links)
- Equilibrium investment strategy for a DC pension plan with learning about stock return predictability (Q2234774) (← links)
- Optimal investment strategies with a minimum performance constraint (Q2241063) (← links)
- Dynamic asset allocation under VaR constraint with stochastic interest rates (Q2267297) (← links)
- On ``optimal pension management in a stochastic framework'' with exponential utility (Q2276261) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
