Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157): Difference between revisions

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+Optimal pension management in a stochastic framework.
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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+Q3773148
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Optimal pension funding through dynamic simulations: The case of Taiwan public employees retirement system
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+Pension funding incorporating downside risks.
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+Optimal investment strategies in the presence of a minimum guarantee.
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Q4032143
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+Contribution and solvency risk in a defined benefit pension scheme
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+Dynamic approaches to pension funding
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+Optimal investment strategies and risk measures in defined contribution pension schemes.
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+Minimization of risks in pension funding by means of contributions and portfolio selection.
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+Optimal risk management in defined benefit stochastic pension funds
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+Optimal investment decisions with a liability: the case of defined benefit pension plans
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+Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
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+Mean-variance portfolio and contribution selection in stochastic pension funding
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+A survey of numerical methods for stochastic differential equations
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+Stochastic pension fund control in the presence of Poisson jumps
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+Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
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+Stochastic differential equations. An introduction with applications.
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+An equilibrium characterization of the term structure
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+Optimal investment strategy for defined contribution pension schemes
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