Pages that link to "Item:Q1926753"
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The following pages link to Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753):
Displaying 16 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Impulse control of pension fund contributions, in a regime switching economy (Q297413) (← links)
- Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion (Q323525) (← 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)
- Advertising and quality improving strategies in a supply chain when facing potential crises (Q2028766) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION (Q2929387) (← links)
- Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583) (← links)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
