Pages that link to "Item:Q5039825"
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The following pages link to Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825):
Displaying 7 items.
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
- Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
- Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk (Q5002419) (← links)
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
