Equilibrium strategies in a defined benefit pension plan game
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Cites work
- A stochastic differential game of capitalism
- A stochastic Nash equilibrium portfolio game between two DC pension funds
- Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
- Contribution and solvency risk in a defined benefit pension scheme
- Dynamic approaches to pension funding
- scientific article; zbMATH DE number 3720745 (Why is no real title available?)
- scientific article; zbMATH DE number 1734466 (Why is no real title available?)
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- scientific article; zbMATH DE number 2054509 (Why is no real title available?)
- scientific article; zbMATH DE number 921048 (Why is no real title available?)
- Impulse control of pension fund contributions, in a regime switching economy
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan
- Minimization of risks in pension funding by means of contributions and portfolio selection.
- On the control of defined-benefit pension plans
- Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
- Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo
- Optimal investment decisions with a liability: the case of defined benefit pension plans
- Optimal pension funding through dynamic simulations: The case of Taiwan public employees retirement system
- Optimal risk management in defined benefit stochastic pension funds
- Optimum consumption and portfolio rules in a continuous-time model
- Pension funding incorporating downside risks.
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
- Stochastic differential portfolio games
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
- Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
Cited in
(15)- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
- Robust equilibrium strategies in a defined benefit pension plan game
- A Stackelberg game of backward stochastic differential equations with applications
- Public versus Private Retirement Pensions: A Stackelberg Differential Game
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
- Equilibrium strategies in a defined benefit pension plan game with regime switching
- Equilibrium strategy in a non-performing loan securitization game with regime switching
- Robust equilibrium strategies in DB pension plans with Poisson jumps
- The equilibrium strategy of insurance companies' dividends and reinsurance games
- Equilibrium intergenerational risk-sharing design for a target benefit pension plan
- Robust two-player differential investment game of defined contribution pension plans under multiple risks
- Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes
- Robust Nash equilibrium for defined contribution pension games with delay under multivariate stochastic covariance models
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