Pages that link to "Item:Q939338"

The following pages link to Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338):

Displaying 22 items.

• Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) (← links)
• A new defined benefit pension risk measurement methodology (Q492658) (← links)
• De-risking defined benefit plans (Q492661) (← links)
• An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
• Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143) (← 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)
• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
• Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
• Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267) (← links)
• Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
• Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• Mortality options: the point of view of an insurer (Q2656991) (← links)
• OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION (Q2929387) (← links)
• Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583) (← links)
• CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
• Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
• Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)
• Heterogeneity-adjusted management of pension funds using adaptive representative agents (Q6089411) (← links)
• A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)