Pages that link to "Item:Q2076903"

The following pages link to Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903):

Displaying 11 items.

• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Robust policy selection and harvest risk quantification for natural resources management under model uncertainty (Q2140240) (← links)
• Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
• Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
• Peer group situations and games with fuzzy uncertainty (Q6065159) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
• A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
• Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
• Mathematical encouragement of companies to cooperate by using cooperative games with fuzzy approach (Q6175335) (← links)