Pages that link to "Item:Q2483951"

The following pages link to Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary (Q2483951):

Displaying 15 items.

• Impulse control of pension fund contributions, in a regime switching economy (Q297413) (← links)
• Constrained Markov decision processes with first passage criteria (Q363565) (← links)
• Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
• Fair demographic risk sharing in defined contribution pension systems (Q433378) (← links)
• Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (Q659088) (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
• Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
• Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
• Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
• Markov control processes with randomized discounted cost (Q2466780) (← links)
• Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo (Q3423704) (← links)
• (Q3552450) (← links)
• Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)
• Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028) (← links)
• Heterogeneity-adjusted management of pension funds using adaptive representative agents (Q6089411) (← links)