Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk
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Publication:2656079
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- scientific article; zbMATH DE number 6962096
Cites work
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Cited in
(20)- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
- Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
- Manage pension deficit with heterogeneous insurance
- Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity
- \(\alpha\)-robust optimal investment strategy for target benefit pension plans under default risk
- Target benefit pension plan with longevity risk and intergenerational equity
- Target benefit versus defined contribution scheme: a multi-period framework
- Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments
- The role of health in consumption and portfolio decision-making: insights from state-dependent models
- Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility
- Robust optimal strategy of hybrid pension with additional voluntary contribution plan
- Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated
- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans under habit formation
- Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes
- Optimal investment problem for a hybrid pension with intergenerational risk-sharing and longevity trend under model uncertainty
- Optimal investment and benefit payment adjustment strategies for the target benefit plan under partial information
- 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
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