Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
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Cites work
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Cited in
(19)- Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans
- A cooperative bargaining framework for decentralized portfolio optimization
- Manage pension deficit with heterogeneous insurance
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
- Optimal VIX-linked structure for the target benefit pension plan
- Optimal investment, consumption, and work effort choice with Cobb-Douglas utility and preferences for cash
- Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments
- Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility
- Optimal recursive utility maximization with debt-to-income limits
- Equilibrium intergenerational risk-sharing design for a target benefit pension plan
- Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes
- Optimal investment and benefit payment adjustment strategies for the target benefit plan under partial information
- Optimal hurdle rate and investment policy in lifetime pension pools
- Optimal Management of the Collective Defined Contribution Pension Plan With Long-Term Care Insurance
- Equilibrium investment and benefit payment strategies for TB pension plans under Heston’s SV model
- Robust optimal investment and benefit adjustment strategy for target benefit pension plan with ambiguity in stochastic environments
- Optimal investment and benefit adjustment problem for a hybrid pension plan with longevity trend under the CEV model
- Optimal investment-benefit allocation for a collective defined contribution plan with guaranteed replacement ratio
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