Pages that link to "Item:Q2076903"

The following pages link to Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903):

Displaying 27 items.

• Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Robust policy selection and harvest risk quantification for natural resources management under model uncertainty (Q2140240) (← links)
• Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267) (← links)
• Optimal management and inflation protection for defined contribution pension plans (Q2465906) (← links)
• Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
• Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
• (Q4690685) (← links)
• (Q4817771) (← links)
• Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583) (← links)
• Defined contribution pension fund scheme with HARA preference under inflation risk (Q5282672) (← links)
• Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
• Peer group situations and games with fuzzy uncertainty (Q6065159) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
• A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
• Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
• Mathematical encouragement of companies to cooperate by using cooperative games with fuzzy approach (Q6175335) (← links)
• Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
• Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
• An analysis of precautionary behavior in retirement decision making with an application to pension system reform (Q6573816) (← links)
• A patient-centered equilibrium strategy for selecting anti-epileptic drugs in juvenile myoclonic epilepsy management (Q6593211) (← links)
• Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk (Q6641301) (← links)
• A boundary control problem for stochastic 2D-Navier-Stokes equations (Q6644262) (← links)
• Optimizing substitution of two products model for exponentially increasing demand under inflation and shortages (Q6658898) (← links)
• Minimum cost flow problems in generalized fuzzy environments. Credibilistic CVaR minimization approach (Q6660167) (← links)