Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063): Difference between revisions

@@ Property / author @@
-Xi-Min Rong
@@ Property / author: Xi-Min Rong / rank @@
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@@ Property / author @@
-Hui Zhao
@@ Property / author: Hui Zhao / rank @@
-Normal rank
@@ Property / author @@
-Xi-Min Rong
@@ Property / author: Xi-Min Rong / rank @@
-Normal rank
@@ Property / author @@
+Xi-Min Rong
@@ Property / author: Xi-Min Rong / 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/10.1016/j.insmatheco.2016.10.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2538871299
@@ Property / OpenAlex ID: W2538871299 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio choices and VaR constraint with a defaultable asset
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+Portfolio optimization with a defaultable security
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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+Mathematical methods for financial markets.
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+Q4936390
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+Pricing the risks of default
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+Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
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+Optimal reinsurance and investment problem for an insurer with counterparty risk
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@@ links / mardi / name / links / mardi / name @@
+Publication:506063