Funding and investment decisions in a stochastic defined benefit pension plan with regime switching
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Publication:2393667
DOI10.1007/S10986-013-9201-0zbMATH Open1271.90102OpenAlexW1992060493MaRDI QIDQ2393667FDOQ2393667
Authors: Zhifeng Hao, Shumin Chen 
Publication date: 8 August 2013
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-013-9201-0
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- Pension fund investments and the valuation of liabilities under conditional indexation
- Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
Cited In (9)
- Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
- Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting
- Stochastic pension fund control in the presence of Poisson jumps
- Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
- Pension funding problem with regime-switching geometric Brownian motion assets and liabilities
- Title not available (Why is that?)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
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