A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451): Difference between revisions

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+Stochastic games for \(N\) players
@@ Property / cites work: Stochastic games for \(N\) players / rank @@
+Normal rank
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+A class of non-zero-sum stochastic differential investment and reinsurance games
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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+Stochastic differential portfolio games
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+Normal rank
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+Optimal investment strategies in the presence of a minimum guarantee.
+Normal rank
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+Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model
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+Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
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+Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
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+Optimal investment strategies and risk measures in defined contribution pension schemes.
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+Optimal asset allocation for DC pension plans under inflation
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+A reinsurance game between two insurance companies with nonlinear risk processes
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+Nash equilibrium strategies for a defined contribution pension management
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+Optimal investment strategy for defined contribution pension schemes
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+Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework
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+Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
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+Optimal management and inflation protection for defined contribution pension plans
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