Pages that link to "Item:Q4986583"
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The following pages link to Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583):
Displaying 10 items.
- Stochastic pension fund control in the presence of Poisson jumps (Q995505) (← links)
- Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
- Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267) (← links)
- A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model (Q2315816) (← links)
- Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
- (Q4688346) (← links)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
- Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)
