Pages that link to "Item:Q506063"
From MaRDI portal
The following pages link to Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063):
Displaying 31 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
- Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
- Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
- Equilibrium investment strategy for a DC pension plan with learning about stock return predictability (Q2234774) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- Equilibrium investment strategy for a DC pension plan with derivative trading (Q3380744) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← links)
- Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
- Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
- On the investment strategies in occupational pension plans (Q5079380) (← links)
- Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
- Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
- Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk (Q6641301) (← links)
- Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility (Q6666649) (← links)
- Optimal defined-contribution pension management with financial and mortality risks (Q6668688) (← links)