Pages that link to "Item:Q506063"
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The following pages link to Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063):
Displaying 5 items.
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)