Pages that link to "Item:Q953713"

The following pages link to Optimal design of the guarantee for defined contribution funds (Q953713):

Displaying 32 items.

• Downside risk in multiperiod tracking error models (Q301206) (← links)
• Fair demographic risk sharing in defined contribution pension systems (Q433378) (← 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)
• Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
• Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
• Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
• An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
• Pension funds as institutions for intertemporal risk transfer (Q931188) (← links)
• Stochastic optimal control of DC pension funds (Q931216) (← 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)
• Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
• Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
• Communication and personal selection of pension saver's financial risk (Q1755410) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← 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)
• Non-parametric news impact curve: a variational approach (Q2156537) (← links)
• Optimal investment strategies with a minimum performance constraint (Q2241063) (← links)
• Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
• Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)
• Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
• Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
• Optimal management and inflation protection for defined contribution pension plans (Q2465906) (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
• AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
• A general optimization framework for the annuity contracts with multiscale stochastic volatility (Q5193460) (← links)
• CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)