Pages that link to "Item:Q1413391"
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The following pages link to Pension funding incorporating downside risks. (Q1413391):
Displaying 25 items.
- De-risking defined benefit plans (Q492661) (← links)
- Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (Q659088) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← 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)
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← 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)
- 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)
- Optimal pension decision under heterogeneous health statuses and bequest motives (Q2411153) (← links)
- Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo (Q3423704) (← links)
- A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) (← links)
- Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← 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)
- Continuous-time optimal pension indexing in pay-as-you-go systems (Q6580714) (← links)
