Pages that link to "Item:Q1983676"
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The following pages link to Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676):
Displaying 19 items.
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (Q659088) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- Stochastic investment returns and contribution rate risk in a defined benefit pension scheme (Q1381148) (← links)
- Pensionmetrics 2: Stochastic pension plan design during the distribution phase. (Q1413333) (← links)
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
- Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
- On the control of defined-benefit pension plans (Q2507944) (← links)
- Optimal contributions in a defined benefit pension scheme with stochastic new entrants (Q2581785) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
- Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion (Q2929387) (← links)
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
- Continuous-time optimal pension indexing in pay-as-you-go systems (Q6580714) (← links)
