Pages that link to "Item:Q2315816"
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The following pages link to A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model (Q2315816):
Displaying 10 items.
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
- Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
- (Q4688346) (← links)
- Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk (Q5002419) (← links)
- Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
- Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)
