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Latest revision as of 08:30, 6 July 2024

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A BSDE approach to risk-based asset allocation of pension funds with regime switching
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    A BSDE approach to risk-based asset allocation of pension funds with regime switching (English)
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    2 April 2013
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    DC pension fund
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    backward stochastic differential equation
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    hidden Markov chain
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    convex risk measure
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    stochastic differential game
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    Merton ratio
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