Pages that link to "Item:Q5956045"
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The following pages link to Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045):
Displaying 27 items.
- On the sub-optimality cost of immediate annuitization in DC pension funds (Q300812) (← links)
- Lifetime investment and consumption using a defined-contribution pension scheme (Q310917) (← links)
- Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
- A risk-based model for the valuation of pension insurance (Q654818) (← links)
- Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
- Optimal investment for a pension fund under inflation risk (Q966427) (← links)
- Optimal investment strategies and risk measures in defined contribution pension schemes. (Q1394964) (← links)
- Pensionmetrics 2: Stochastic pension plan design during the distribution phase. (Q1413333) (← links)
- Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
- Dynamic optimal adjustment policies of hybrid pension plans (Q2172028) (← links)
- Three retirement decision models for defined contribution pension plan members: a simulation study (Q2276201) (← links)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
- Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
- Optimal management and inflation protection for defined contribution pension plans (Q2465906) (← links)
- Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
- Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
- Choosing the optimal annuitization time post-retirement (Q2873540) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- The Management of Decumulation Risks in a Defined Contribution Pension Plan (Q5018710) (← links)
- The Impact of DC Pension Systems on Population Dynamics (Q5019712) (← links)
- PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND (Q5140084) (← links)
- A general optimization framework for the annuity contracts with multiscale stochastic volatility (Q5193460) (← links)
- (Q5872436) (← links)
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045) (← links)
