Pages that link to "Item:Q5002419"
From MaRDI portal
The following pages link to Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk (Q5002419):
Displaying 9 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Manage pension deficit with heterogeneous insurance (Q2152259) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← 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)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
- Optimal management of DB pension fund under both underfunded and overfunded cases (Q6587494) (← links)
- Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)
- Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)
