Pages that link to "Item:Q1430674"

The following pages link to Optimal pension management in a stochastic framework. (Q1430674):

Displaying 50 items.

• Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
• On the sub-optimality cost of immediate annuitization in DC pension funds (Q300812) (← links)
• Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
• Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
• Pension funds as institutions for intertemporal risk transfer (Q931188) (← links)
• Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
• Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (Q1641132) (← links)
• Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
• Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
• Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
• Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) (← links)
• Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707) (← links)
• Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Optimal investment risks and debt management with backup security in a financial crisis (Q1743950) (← links)
• Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
• Optimal investment strategies for DC pension with stochastic salary under the affine interest rate model (Q1956025) (← links)
• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894) (← links)
• Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
• Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
• On ``optimal pension management in a stochastic framework'' with exponential utility (Q2276261) (← links)
• Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
• Nash equilibrium strategies for a defined contribution pension management (Q2347073) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims (Q2347112) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
• Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
• Optimal pension decision under heterogeneous health statuses and bequest motives (Q2411153) (← links)
• Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
• Optimal asset allocation for DC pension plans under inflation (Q2444718) (← links)
• Optimal management and inflation protection for defined contribution pension plans (Q2465906) (← links)
• Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
• A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems (Q2657013) (← links)
• Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
• Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
• Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
• Choosing the optimal annuitization time post-retirement (Q2873540) (← links)
• On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
• Stochastic differential portfolio games with Duffie‐Kan interest rate (Q3019246) (← links)
• Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo (Q3423704) (← links)
• RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)