Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221): Difference between revisions

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+Optimal pension management in a stochastic framework.
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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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+A Theory of the Term Structure of Interest Rates
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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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+Changes of numéraire, changes of probability measure and option pricing
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+Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
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+Optimal asset allocation for DC pension plans under inflation
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+Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
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+On ``optimal pension management in a stochastic framework'' with exponential utility
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+Optimal portfolio and background risk: an exact and an approximated solution.
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+Pricing inflation-linked variable annuities under stochastic interest rates
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