Pages that link to "Item:Q2140305"
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The following pages link to Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305):
Displaying 9 items.
- Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans (Q2008410) (← links)
- A cooperative bargaining framework for decentralized portfolio optimization (Q2101458) (← links)
- Manage pension deficit with heterogeneous insurance (Q2152259) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
- Optimal VIX-linked structure for the target benefit pension plan (Q6494323) (← links)
- Optimal investment, consumption, and work effort choice with Cobb-Douglas utility and preferences for cash (Q6536941) (← links)
- Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments (Q6593190) (← links)
- Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility (Q6666649) (← links)
