Pages that link to "Item:Q344000"

The following pages link to Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000):

Displaying 29 items.

• Determining equivalent administrative charges for defined contribution pension plans under CEV model (Q1721206) (← links)
• Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
• Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
• Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans (Q2008410) (← links)
• Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
• Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
• Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
• An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
• Relative performance concern on DC pension plan under Heston model with inflation risk (Q2217821) (← links)
• Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
• Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
• Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
• Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
• Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
• Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
• Optimal investment of DC pension plan with two VaR constraints (Q5079897) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← links)
• Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) (← links)
• CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
• Optimal Control of DC Pension Plan Management under Two Incentive Schemes (Q5742903) (← links)
• Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
• Optimal investment of DC pension plan under incentive schemes and loss aversion (Q6534689) (← links)
• The importance of dynamic risk constraints for limited liability operators (Q6549613) (← links)
• Optimal investment based on relative performance and weighted utility (Q6576555) (← links)
• Optimal management of DB pension fund under both underfunded and overfunded cases (Q6587494) (← links)
• Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)