A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
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- A stochastic Nash equilibrium portfolio game between two DC pension funds
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- Equilibrium strategies in a defined benefit pension plan game
- Impulse control of pension fund contributions, in a regime switching economy
- Minimization of risks in pension funding by means of contributions and portfolio selection.
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- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
- Optimal investment choices post-retirement in a defined contribution pension scheme
- Optimal investment decisions with a liability: the case of defined benefit pension plans
- 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 portfolio for a small investor in a market model with discontinuous prices
- Optimal portfolio selection when stock prices follow an jump-diffusion process
- Optimal portfolios for DC pension plans under a CEV model
- Optimal risk management in defined benefit stochastic pension funds
- Optimum consumption and portfolio rules in a continuous-time model
- Pension funding incorporating downside risks.
- Robust equilibrium strategies in a defined benefit pension plan game
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
- Spectral risk measure of holding stocks in the long run
- Stochastic pension fund control in the presence of Poisson jumps
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
- Towards a General Theory of Good-Deal Bounds*
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