Pages that link to "Item:Q506063"
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The following pages link to Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063):
Displaying 12 items.
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
- Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
