Optimal investment of DC pension plan under incentive schemes and loss aversion
type: Item
instance of: scholarly article
title: Optimal investment of DC pension plan under incentive schemes and loss aversion
zbMATH Open document ID: 1544.91262
DOI: 10.1155/2020/5145848
author: Yinghui Dong
author: Wenxin Lv
author: Q6080483
author: Yeyang Gong
published in: Mathematical Problems in Engineering
publication date: 2021-05-14T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7348312
MaRDI profile type: Publication
cites work: Fair valuation of life insurance contracts under a correlated jump diffusion model
cites work: Valuing equity-linked death benefits in general exponential Lévy models
cites work: Optimal asset allocation for participating contracts under the VaR and PI constraint
cites work: Optimal investment of DC pension plan under short-selling constraints and portfolio insurance
cites work: Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan
cites work: Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate
cites work: Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
cites work: Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
cites work: Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
cites work: Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans
cites work: Optimal Control of DC Pension Plan Management under Two Incentive Schemes
cites work: Prospect Theory: An Analysis of Decision under Risk
cites work: Advances in prospect theory: cumulative representation of uncertainty
cites work: Optimal management of DC pension plan under loss aversion and value-at-risk constraints
description: scientific article; zbMATH DE number 7348312