Stochastic optimal control of DC pension funds (Q931216): Difference between revisions

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-.1016/j.insmatheco.2008.03.004
@@ Property / DOI: 10.1016/j.insmatheco.2008.03.004 / rank @@
-Normal rank
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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999
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+The role of Hellinger processes in mathematical finance
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+A Theory of the Term Structure of Interest Rates
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+Stochastic optimal control of annuity contracts.
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+Optimal investment strategies in the presence of a minimum guarantee.
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+Optimal design of the guarantee for defined contribution funds
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+Q4794153
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+Q4823125
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+Optimal investment strategies and risk measures in defined contribution pension schemes.
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Optimum consumption and portfolio rules in a continuous-time model
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+An equilibrium characterization of the term structure
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+Optimal investment strategy for defined contribution pension schemes
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+The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2008.03.004
@@ Property / DOI: 10.1016/J.INSMATHECO.2008.03.004 / rank @@
+Normal rank