scientific article; zbMATH DE number 7793065
From MaRDI portal
Publication:6141816
Publication date: 23 January 2024
Full work available at URL: http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.03.004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
partial informationoptimal investment strategytime consistentDC pensionpremium return clauserandom wage
Cites Work
- A theory of Markovian time-inconsistent stochastic control in discrete time
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
- Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
- Optimal investment management for a defined contribution pension fund under imperfect information
- A BSDE approach to risk-based asset allocation of pension funds with regime switching
- Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility
- Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
- Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
- Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause
- Unnamed Item