Pages that link to "Item:Q328079"
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The following pages link to Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079):
Displaying 8 items.
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← 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 investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
- Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
