Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134): Difference between revisions

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-Chu-bing Zhang
@@ Property / author: Chu-bing Zhang / rank @@
-Normal rank
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+Chu-bing Zhang
@@ Property / author: Chu-bing Zhang / rank @@
+Normal rank
@@ 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/10.1007/s11766-013-3087-9
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@@ Property / OpenAlex ID @@
+W2000640663
@@ Property / OpenAlex ID: W2000640663 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal pension management in a stochastic framework.
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+Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Optimal investment strategies in the presence of a minimum guarantee.
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+Stochastic optimal control of annuity contracts.
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+Stochastic optimal control of DC pension funds
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+Optimal portfolios for DC pension plans under a CEV model
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+Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model
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+Constant elasticity of variance model for proportional reinsurance and investment strategies
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+Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation
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+The dynamics of stochastic volatility: evidence from underlying and options markets
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+On ``optimal pension management in a stochastic framework'' with exponential utility
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+THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS
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+The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts
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@@ links / mardi / name / links / mardi / name @@
+Publication:2437134