Pages that link to "Item:Q1413280"

The following pages link to Minimization of risks in pension funding by means of contributions and portfolio selection. (Q1413280):

Displaying 25 items.

• Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
• Optimal risk management in defined benefit stochastic pension funds (Q977156) (← links)
• Stochastic pension fund control in the presence of Poisson jumps (Q995505) (← links)
• Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
• Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (Q1641132) (← links)
• Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
• Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
• Dynamic optimal adjustment policies of hybrid pension plans (Q2172028) (← links)
• Optimal DB-PAYGO pension management towards a habitual contribution rate (Q2212147) (← links)
• Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims (Q2347112) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
• Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
• Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
• Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
• Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
• Optimal investment decisions with a liability: the case of defined benefit pension plans (Q2507610) (← links)
• A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) (← links)
• A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
• Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
• Continuous-time optimal pension indexing in pay-as-you-go systems (Q6580714) (← links)
• Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility (Q6666649) (← links)