Pages that link to "Item:Q939338"
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The following pages link to Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338):
Displayed 9 items.
- 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)
- 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)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION (Q2929387) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)