Pages that link to "Item:Q2393667"
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The following pages link to Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667):
Displaying 12 items.
- Stochastic pension fund control in the presence of Poisson jumps (Q995505) (← links)
- Stochastic investment returns and contribution rate risk in a defined benefit pension scheme (Q1381148) (← links)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
- A BSDE approach to risk-based asset allocation of pension funds with regime switching (Q1945100) (← links)
- Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
- (Q4454958) (← links)
- OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (Q4563743) (← links)
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
- Premium valuation of the pension benefit guaranty corporation with regime switching (Q6483990) (← links)
