Pages that link to "Item:Q4407161"
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The following pages link to Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (Q4407161):
Displayed 16 items.
- Surplus-linked life insurance (Q3440843) (← links)
- Quadratic Optimization of Life and Pension Insurance Payments (Q3632870) (← links)
- On Merton’s Problem for Life Insurers (Q4661693) (← links)
- Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583) (← links)
- The Management of Decumulation Risks in a Defined Contribution Pension Plan (Q5018710) (← links)
- A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) (← links)
- Risk-Sharing and Benefit Smoothing in A Hybrid Pension Plan (Q5168700) (← links)
- A general optimization framework for the annuity contracts with multiscale stochastic volatility (Q5193460) (← links)
- THE ANALYTIC APPROACH FOR THE STOCHASTIC PROJECTION OF THE PUBLIC PENSION FUND (Q5358111) (← links)
- Deterministic mean-variance-optimal consumption and investment (Q5410799) (← links)
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045) (← links)
- Stable dividends under linear-quadratic optimisation (Q6053106) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Optimal control for discrete and continuous stochastic descriptor systems with application to a factory management model (Q6106352) (← links)
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)