Pages that link to "Item:Q659261"

The following pages link to An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261):

Displaying 17 items.

• Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
• Legendre transform-dual solution for investment and consumption problem under the Vasicek model (Q890628) (← links)
• Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
• The \textit{CEV} model and its application in a study of optimal investment strategy (Q1718118) (← links)
• Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
• The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
• A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility (Q2112716) (← links)
• Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
• Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927) (← links)
• Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
• A general optimization framework for the annuity contracts with multiscale stochastic volatility (Q5193460) (← links)
• Inter‐temporal mutual‐fund management (Q6054428) (← links)
• Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)