Pages that link to "Item:Q5154061"

The following pages link to Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061):

Displaying 18 items.

• Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
• Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
• Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
• Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← 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 note on the worst case approach for a market with a stochastic interest rate (Q4614223) (← links)
• (Q4690685) (← links)
• Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← links)
• Optimal asset allocation for a DC plan with partial information under inflation and mortality risks (Q5078506) (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
• Optimal investment of DC pension plan with two VaR constraints (Q5079897) (← links)
• Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
• Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
• Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
• Optimal investment of DC pension plan under incentive schemes and loss aversion (Q6534689) (← links)
• Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)