Pages that link to "Item:Q506063"

The following pages link to Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063):

Displayed 22 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)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) ‎ (← links)
• Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) ‎ (← links)
• Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) ‎ (← links)
• Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) ‎ (← links)
• On the investment strategies in occupational pension plans (Q5079380) ‎ (← 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)
• 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)
• (Q6141816) ‎ (← links)
• (Q6155225) ‎ (← links)
• (Q6181946) ‎ (← links)