Pages that link to "Item:Q2520451"
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The following pages link to A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451):
Displayed 14 items.
- Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Relative performance concern on DC pension plan under Heston model with inflation risk (Q2217821) (← links)
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007) (← links)
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
- Optimal investment problem between two insurers with value-added service (Q5078487) (← links)
- Optimal Control of DC Pension Plan Management under Two Incentive Schemes (Q5742903) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)