Management of a pension fund under mortality and financial risks (Q997092): Difference between revisions

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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+Q5478316
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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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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+Stochastic optimal control of annuity contracts.
@@ Property / cites work: Stochastic optimal control of annuity contracts. / rank @@
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+Q4794153
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+Q4086303
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+Life Annuitization: Why and how Much?
@@ Property / cites work: Life Annuitization: Why and how Much? / rank @@
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+Optimal risk management in defined benefit stochastic pension funds
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+Q4368791
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+A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
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+Optimum consumption and portfolio rules in a continuous-time model
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+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
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