Pages that link to "Item:Q1423354"
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The following pages link to Stochastic optimal control of annuity contracts. (Q1423354):
Displayed 42 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
- Optimal strategies for pay-as-you-go pension finance: a sustainability framework (Q343982) (← links)
- Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
- An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
- Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
- Stochastic optimal control of DC pension funds (Q931216) (← links)
- Constant elasticity of variance model and analytical strategies for annuity contracts (Q940151) (← links)
- The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts (Q995510) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
- Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
- Efficient output solution for nonlinear stochastic optimal control problem with model-reality differences (Q1666282) (← links)
- Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
- Determining equivalent administrative charges for defined contribution pension plans under CEV model (Q1721206) (← links)
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
- Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
- Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
- Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
- Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework (Q2292036) (← links)
- An optimal investment strategy and multiperiod deposit insurance pricing model for commercial banks (Q2336996) (← links)
- Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
- Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model (Q2520450) (← links)
- A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems (Q2657013) (← links)
- Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
- Choosing the optimal annuitization time post-retirement (Q2873540) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← links)
- Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
- A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) (← links)
- Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
- Portfolio optimization under the stochastic elasticity of variance (Q5170138) (← links)
- A general optimization framework for the annuity contracts with multiscale stochastic volatility (Q5193460) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)
- (Q6181946) (← links)