Pension funds with a minimum guarantee: a stochastic control approach (Q483716): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q592873
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s00780-010-0127-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3124675891 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal pension management in a stochastic framework. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment decisions when time-horizon is uncertain / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wealth-path dependent utility maximization in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment strategies in the presence of a minimum guarantee. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal design of the guarantee for defined contribution funds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging in incomplete markets with HARA utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio management with American capital guarantee / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3534747 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The parabolic differential equations and the associated semigroups of transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion Processes in One Dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment strategies and risk measures in defined contribution pension schemes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of stochastic optimal control problems with state constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959169 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Foundations of Modern Probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3760262 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4314552 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite-horizon investment consumption model with a nonterminal bankruptcy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control with State-Space Constraint I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4682144 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment strategy for defined contribution pension schemes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption-Investment Models with Constraints / rank
 
Normal rank

Latest revision as of 10:49, 9 July 2024

scientific article
Language Label Description Also known as
English
Pension funds with a minimum guarantee: a stochastic control approach
scientific article

    Statements

    Pension funds with a minimum guarantee: a stochastic control approach (English)
    0 references
    0 references
    0 references
    0 references
    17 December 2014
    0 references
    defined contribution pension fund
    0 references
    minimum guarantee
    0 references
    stochastic optimal control
    0 references
    dynamic programming
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    viscosity solution
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references