Pages that link to "Item:Q2347073"
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The following pages link to Nash equilibrium strategies for a defined contribution pension management (Q2347073):
Displaying 30 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
- Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
- Asset allocation for a DC pension plan with learning about stock return predictability (Q2171070) (← links)
- Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
- Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
- A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
- Equilibrium investment strategy for a DC pension plan with learning about stock return predictability (Q2234774) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application (Q2298121) (← links)
- A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model (Q2315816) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) (← links)
- A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)
- Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
- Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
- Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← links)
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
- Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
- Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
- Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
- Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
