Pages that link to "Item:Q5938016"

The following pages link to Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund (Q5938016):

Displayed 50 items.

• Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) ‎ (← links)
• Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) ‎ (← links)
• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) ‎ (← links)
• A stochastic control problem with delay arising in a pension fund model (Q483928) ‎ (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) ‎ (← links)
• Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) ‎ (← links)
• Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (Q508009) ‎ (← links)
• Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) ‎ (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) ‎ (← links)
• An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) ‎ (← links)
• Optimal premium policy of an insurance firm: full and partial information (Q661239) ‎ (← links)
• Optimal investment choices post-retirement in a defined contribution pension scheme (Q704413) ‎ (← links)
• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) ‎ (← links)
• Regret, portfolio choice, and guarantees in defined contribution schemes (Q849592) ‎ (← links)
• Cyclical risk exposure of pension funds: a theoretical framework (Q882873) ‎ (← links)
• Pension funds as institutions for intertemporal risk transfer (Q931188) ‎ (← links)
• Regret aversion and annuity risk in defined contribution pension plans (Q931195) ‎ (← links)
• Stochastic optimal control of DC pension funds (Q931216) ‎ (← links)
• The role of longevity bonds in optimal portfolios (Q939371) ‎ (← links)
• Constant elasticity of variance model and analytical strategies for annuity contracts (Q940151) ‎ (← links)
• Optimal design of the guarantee for defined contribution funds (Q953713) ‎ (← links)
• Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) ‎ (← links)
• Optimal risk management in defined benefit stochastic pension funds (Q977156) ‎ (← links)
• The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts (Q995510) ‎ (← links)
• Management of a pension fund under mortality and financial risks (Q997092) ‎ (← links)
• Optimal portfolios for DC pension plans under a CEV model (Q1023114) ‎ (← links)
• Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) ‎ (← links)
• Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) ‎ (← links)
• Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) ‎ (← links)
• A stability result for the HARA class with stochastic interest rates. (Q1423345) ‎ (← links)
• Stochastic optimal control of annuity contracts. (Q1423354) ‎ (← links)
• Optimal pension management in a stochastic framework. (Q1430674) ‎ (← links)
• Constant proportion portfolio insurance in defined contribution pension plan management (Q1621918) ‎ (← links)
• Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) ‎ (← links)
• Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) ‎ (← links)
• Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) ‎ (← links)
• Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) ‎ (← links)
• Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) ‎ (← links)
• Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (Q1703574) ‎ (← links)
• Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) ‎ (← links)
• Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) ‎ (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) ‎ (← links)
• Optimal investment strategies for DC pension with stochastic salary under the affine interest rate model (Q1956025) ‎ (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) ‎ (← links)
• Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) ‎ (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) ‎ (← links)
• Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) ‎ (← links)
• Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) ‎ (← links)
• Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) ‎ (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) ‎ (← links)