Pages that link to "Item:Q4407161"

The following pages link to Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (Q4407161):

Displaying 50 items.

• Impulse control of pension fund contributions, in a regime switching economy (Q297413) (← links)
• Stability and optimal control for uncertain continuous-time singular systems (Q518897) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
• Optimistic value model of multidimensional uncertain optimal control with jump (Q681138) (← links)
• Optimal control of uncertain systems with jump under optimistic value criterion (Q682844) (← links)
• Optimal investment choices post-retirement in a defined contribution pension scheme (Q704413) (← links)
• Benefit uncertainty and default risk in pension plans (Q817282) (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
• Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
• Optimal investment for a pension fund under inflation risk (Q966427) (← links)
• Optimal risk management in defined benefit stochastic pension funds (Q977156) (← links)
• Stochastic pension fund control in the presence of Poisson jumps (Q995505) (← links)
• On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
• Minimization of risks in pension funding by means of contributions and portfolio selection. (Q1413280) (← links)
• Stochastic control of funding systems. (Q1413320) (← links)
• Allocating unfunded liability in pension valuation under uncertainty. (Q1413324) (← links)
• Stochastic optimal control of annuity contracts. (Q1423354) (← links)
• Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
• Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← 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)
• Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
• Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894) (← links)
• Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
• Pension saving schemes with return smoothing mechanism (Q2015634) (← links)
• Optimal DB-PAYGO pension management towards a habitual contribution rate (Q2212147) (← links)
• Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
• Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework (Q2292036) (← links)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
• Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims (Q2347112) (← links)
• Optimal annuity portfolio under inflation risk (Q2355721) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
• Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (Q2423292) (← links)
• Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
• Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
• Optimal management and inflation protection for defined contribution pension plans (Q2465906) (← links)
• Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary (Q2483951) (← links)
• Optimal investment decisions with a liability: the case of defined benefit pension plans (Q2507610) (← links)
• On the control of defined-benefit pension plans (Q2507944) (← links)
• Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
• Mortality options: the point of view of an insurer (Q2656991) (← links)
• Linear-quadratic optimal control for discrete-time stochastic descriptor systems (Q2673379) (← links)
• Expected value based optimal control for discrete-time stochastic noncausal systems (Q2673535) (← links)
• Hurwicz criterion based optimal control model for uncertain descriptor systems with an application to industrial management (Q2691499) (← links)
• On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
• OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION (Q2929387) (← links)
• Investing for retirement through a with-profits pension scheme: a client's perspective (Q3077748) (← links)
• Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo (Q3423704) (← links)