Pages that link to "Item:Q1945100"
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The following pages link to A BSDE approach to risk-based asset allocation of pension funds with regime switching (Q1945100):
Displayed 18 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- Regime switching model estimation: spectral clustering hidden Markov model (Q2241182) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (Q2358313) (← links)
- Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
- Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
- Optimal investment-consumption-insurance with random parameters (Q4576957) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577) (← links)
- (Q6141816) (← links)
