Pages that link to "Item:Q5880386"
From MaRDI portal
The following pages link to Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386):
Displaying 6 items.
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
- Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
- Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk (Q5002419) (← links)
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)