Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2013.09.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2146541388
@@ Property / OpenAlex ID: W2146541388 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Asset Allocation in a Mean-Variance Framework
+Normal rank
@@ Property / cites work @@
+Optimal pension management in a stochastic framework.
+Normal rank
@@ Property / cites work @@
+Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
+Normal rank
@@ Property / cites work @@
+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
+Normal rank
@@ Property / cites work @@
+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
+Normal rank
@@ Property / cites work @@
+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
+Normal rank
@@ Property / cites work @@
+Stochastic optimal control of annuity contracts.
@@ Property / cites work: Stochastic optimal control of annuity contracts. / rank @@
+Normal rank
@@ Property / cites work @@
+Pension funds with a minimum guarantee: a stochastic control approach
+Normal rank
@@ Property / cites work @@
+Stochastic optimal control of DC pension funds
@@ Property / cites work: Stochastic optimal control of DC pension funds / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment strategies and risk measures in defined contribution pension schemes.
+Normal rank
@@ Property / cites work @@
+Optimal asset allocation for DC pension plans under inflation
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend control of the insurance company with proportional reinsurance policy
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
+Normal rank
@@ Property / cites work @@
+Optimal dividend and investing control of an insurance company with higher solvency constraints
+Normal rank
@@ Property / cites work @@
+Self-Annuitization and Ruin in Retirement
@@ Property / cites work: Self-Annuitization and Ruin in Retirement / rank @@
+Normal rank
@@ Property / cites work @@
+A Minimum Variance Result in Continuous Trading Portfolio Optimization
+Normal rank
@@ Property / cites work @@
+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2015630