Pages that link to "Item:Q1752186"
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The following pages link to Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186):
Displaying 11 items.
- A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- Communication and personal selection of pension saver's financial risk (Q1755410) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
- Novel utility-based life cycle models to optimise income in retirement (Q2078002) (← links)
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
- Financial risk contagion and optimal control (Q2691295) (← links)
- Control parameterization approach to time-delay optimal control problems: a survey (Q2691351) (← links)
- Probability maximization via Minkowski functionals: convex representations and tractable resolution (Q6038654) (← links)
- Approximate methods for solving chance-constrained linear programs in probability measure space (Q6142063) (← links)
