Pages that link to "Item:Q5938016"

The following pages link to Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund (Q5938016):

Displayed 48 items.

• Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) ‎ (← links)
• An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) ‎ (← links)
• Optimal investment-consumption problem: post-retirement with minimum guarantee (Q2212151) ‎ (← links)
• Relative performance concern on DC pension plan under Heston model with inflation risk (Q2217821) ‎ (← links)
• Equilibrium investment strategy for a DC pension plan with learning about stock return predictability (Q2234774) ‎ (← links)
• Optimal investment strategies with a minimum performance constraint (Q2241063) ‎ (← links)
• On ``optimal pension management in a stochastic framework'' with exponential utility (Q2276261) ‎ (← links)
• Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) ‎ (← links)
• Optimal investment strategy post retirement without ruin possibility: a numerical algorithm (Q2315936) ‎ (← links)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) ‎ (← links)
• Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) ‎ (← links)
• Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) ‎ (← links)
• Nash equilibrium strategies for a defined contribution pension management (Q2347073) ‎ (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) ‎ (← links)
• Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) ‎ (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) ‎ (← links)
• Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) ‎ (← links)
• Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) ‎ (← links)
• Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) ‎ (← links)
• Optimal asset allocation for DC pension plans under inflation (Q2444718) ‎ (← links)
• Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) ‎ (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) ‎ (← links)
• A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) ‎ (← links)
• Asset allocation strategies in the presence of liability constraints (Q2520460) ‎ (← links)
• Optimal collective investment: an analysis of individual welfare (Q2690074) ‎ (← links)
• Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) ‎ (← links)
• Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) ‎ (← links)
• Choosing the optimal annuitization time post-retirement (Q2873540) ‎ (← links)
• On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) ‎ (← links)
• OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (Q4563743) ‎ (← links)
• GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS (Q4563781) ‎ (← links)
• RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) ‎ (← links)
• The Management of Decumulation Risks in a Defined Contribution Pension Plan (Q5018710) ‎ (← links)
• DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) ‎ (← links)
• Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434) ‎ (← links)
• Minimum probability function of crossing the upper regulatory threshold for asset-liability management (Q5079153) ‎ (← links)
• Optimal investment of DC pension plan with two VaR constraints (Q5079897) ‎ (← links)
• PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND (Q5140084) ‎ (← links)
• Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) ‎ (← links)
• CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) ‎ (← links)
• Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty (Q5379141) ‎ (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) ‎ (← links)
• Hedging longevity risk in defined contribution pension schemes (Q6088770) ‎ (← links)
• Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks (Q6092937) ‎ (← links)
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) ‎ (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) ‎ (← links)
• A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) ‎ (← links)
• (Q6181946) ‎ (← links)