Pages that link to "Item:Q2507610"

The following pages link to Optimal investment decisions with a liability: the case of defined benefit pension plans (Q2507610):

Displaying 12 items.

• Impulse control of pension fund contributions, in a regime switching economy (Q297413) (← links)
• Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (Q659088) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← 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)
• Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← links)
• Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
• Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
• Dynamic surplus optimization with performance- and index-linked liabilities (Q2677935) (← links)
• A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)