Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676): Difference between revisions

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+Optimal pension management in a stochastic framework.
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+On time-inconsistent stochastic control in continuous time
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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
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+Pension funding incorporating downside risks.
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+Optimal contributions in a defined benefit pension scheme with stochastic new entrants
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+Time-consistent mean-variance portfolio selection in discrete and continuous time
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+Mean-variance optimization problems for an accumulation phase in a defined benefit plan
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+Time-Consistent Portfolio Management
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+Investment and consumption without commitment
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+Backward Stochastic Differential Equations in Finance
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+Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
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+Contribution and solvency risk in a defined benefit pension scheme
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+Dynamic approaches to pension funding
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+Time-Inconsistent Stochastic Linear--Quadratic Control
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+On the control of defined-benefit pension plans
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+Minimization of risks in pension funding by means of contributions and portfolio selection.
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+Optimal risk management in defined benefit stochastic pension funds
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+Mean-variance portfolio and contribution selection in stochastic pension funding
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+Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
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+Consumption and portfolio rules for time-inconsistent investors
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+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
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+Stochastic pension fund control in the presence of Poisson jumps
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+Time-consistent mean-variance asset-liability management with random coefficients
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+Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions
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+Consumption-investment strategies with non-exponential discounting and logarithmic utility
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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