Pages that link to "Item:Q1423354"
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The following pages link to Stochastic optimal control of annuity contracts. (Q1423354):
Displayed 15 items.
- Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
- An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
- Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
- Stochastic optimal control of DC pension funds (Q931216) (← links)
- Constant elasticity of variance model and analytical strategies for annuity contracts (Q940151) (← links)
- The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts (Q995510) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
- Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← 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)
- COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)
- Portfolio optimization under the stochastic elasticity of variance (Q5170138) (← links)