Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
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Cites work
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Cited in
(46)- Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
- Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
- Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses
- Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
- Valuing inflation-linked death benefits under a stochastic volatility framework
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance
- Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model
- On time-inconsistent stopping problems and mixed strategy stopping times
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
- Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
- DC pension plan with the return of premium clauses under inflation risk and volatility risk
- Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model
- Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity
- A regular equilibrium solves the extended HJB system
- Optimal investment strategy for a DC pension plan with mispricing under the Heston model
- Optimal investment problem for DC pension plan with return of death and accident clauses
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility
- Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching
- Optimal asset allocation for a DC plan with partial information under inflation and mortality risks
- Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk
- Optimal investment management for a defined contribution pension fund under imperfect information
- A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model
- Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause
- Nash equilibrium strategies for a defined contribution pension management
- Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion
- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model
- Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate
- Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan
- Mean-variance dynamic optimality for DC pension schemes
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework
- Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model
- A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
- Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility
- Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
- Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims
- Optimal defined-contribution pension management with financial and mortality risks
- Time consistent investment strategy of DC pension with premium return clause under partial information
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