Pages that link to "Item:Q495461"
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The following pages link to Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461):
Displaying 15 items.
- Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (Q508009) (← links)
- Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
- Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
- Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
- Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
- (Q4454958) (← links)
- Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- (Q5855571) (← links)
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
- Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
- Asset and liability risk management in financial markets (Q6601657) (← links)
