Manage pension deficit with heterogeneous insurance (Q2152259): Difference between revisions

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+Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model
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+Sustainability of a pay-as-you-go pension system by dynamic immigration control
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+Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence
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+A theory of Markovian time-inconsistent stochastic control in discrete time
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+Redistribution of longevity risk: the effect of heterogeneous mortality beliefs
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan
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+Demand heterogeneity in insurance markets: Implications for equity and efficiency
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+Optimal strategies for pay-as-you-go pension finance: a sustainability framework
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+Aspects of risk theory
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+Q3245695
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+Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk
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+Optimal dynamic reinsurance with dependent risks: variance premium principle
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+Selected Methods of Credibility Theory and its Application to Calculating Insurance Premium in Heterogeneous Insurance Portfolios
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+Stochastic calculus for finance. I: The binomial asset pricing model.
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+Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio.
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+Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
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+Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk
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+Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
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+On a correlated aggregate claims model with Poisson and Erlang risk processes.
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+Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
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