Optimal pension fund management under risk and uncertainty: the case study of Poland
DOI10.1007/978-3-030-78163-7_3zbMATH Open1500.91109OpenAlexW3202360885MaRDI QIDQ2089448FDOQ2089448
Authors: M. Szczepanski, L. Dopierala, Krzysztof Kołodziejczyk, Gerhard-Wilhelm Weber, Athanasios Yannacopoulos, Ioannis D. Baltas
Publication date: 22 October 2022
Full work available at URL: https://doi.org/10.1007/978-3-030-78163-7_3
Recommendations
- scientific article; zbMATH DE number 6962096
- scientific article; zbMATH DE number 6479826
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
- Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
- Optimal management of defined contribution pension plan with investment and reinsurance
stochastic optimal controloptimal portfoliostochastic gamesdefined contributionpension reformpublic and occupational pension schemes in Poland
Cites Work
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- User’s guide to viscosity solutions of second order partial differential equations
- Title not available (Why is that?)
- Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
- Robust consumption-investment problems with random market coefficients
- Worst-case scenario investment for insurers
- Uncertainty and inside information
- Risk minimizing portfolios and HJBI equations for stochastic differential games
- Robust portfolio choice with stochastic interest rates
- Optimal investment and reinsurance policies in insurance markets under the effect of inside information
- The dynamics of stochastic volatility: evidence from underlying and options markets
- Post-'87 crash fears in the S\&P 500 futures option market
- Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
- Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms
- On robust mean-variance portfolios
- Pension funds with a minimum guarantee: a stochastic control approach
- Optimal design of the guarantee for defined contribution funds
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model
- Risk preferences and loss aversion in portfolio optimization
- Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints
- Long-Term Returns in Stochastic Interest Rate Models: Applications
- Optimal consumption-portfolio choices and retirement planning
- Robust control and hot spots in spatiotemporal economic systems
- Risk-constrained dynamic portfolio management
- Robust portfolio decisions for financial institutions
- Stability advances in robust portfolio optimization under parallelepiped uncertainty
- Robust consumption-investment problem on infinite horizon
- Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase
- Optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
- Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate
Cited In (1)
This page was built for publication: Optimal pension fund management under risk and uncertainty: the case study of Poland
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2089448)