Impulse control of pension fund contributions, in a regime switching economy (Q297413): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.ejor.2014.06.016
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+W3123879748
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@@ Property / cites work @@
+Interest rate models -- theory and practice. With smile, inflation and credit
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
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+Forecasting multifractal volatility
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+Asset allocation under multivariate regime switching
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+Dynamic approaches to pension funding
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+Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
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+Strategic asset allocation with switching dependence
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+A Regime-Switching Model of Long-Term Stock Returns
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+On the control of defined-benefit pension plans
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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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+Mean-variance portfolio and contribution selection in stochastic pension funding
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+Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
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+Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
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+Portfolio optimisation with strictly positive transaction costs and impulse control
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+Some applications of impulse control in mathematical finance
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+Continuous Auctions and Insider Trading
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+Stochastic pension fund control in the presence of Poisson jumps
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+Publication:297413