Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of constant proportion portfolio insurance
@@ Property / cites work: Theory of constant proportion portfolio insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
+Normal rank
@@ Property / cites work @@
+A discussion of parameter and model uncertainty in insurance
+Normal rank
@@ Property / cites work @@
+Q3515751
@@ Property / cites work: Q3515751 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment strategies in a CIR framework
@@ Property / cites work: Optimal investment strategies in a CIR framework / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Q4220711
@@ Property / cites work: Q4220711 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
+Normal rank
@@ Property / cites work @@
+Q3842638
@@ Property / cites work: Q3842638 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions
+Normal rank
@@ Property / cites work @@
+Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
+Normal rank
@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the Flesaker-Hughston model of the term structure of interest rates
+Normal rank
@@ Property / cites work @@
+Q4086554
@@ Property / cites work: Q4086554 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank