The following pages link to Intertemporal surplus management (Q951511):
Displaying 14 items.
- Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan? (Q777929) (← links)
- The role of longevity bonds in optimal portfolios (Q939371) (← links)
- Optimal investment strategies for participating contracts (Q1681198) (← links)
- Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) (← links)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
- Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
- Scenario optimization asset and liability modelling for individual investors (Q2480245) (← links)
- Jump-diffusion asset-liability management via risk-sensitive control (Q2516637) (← links)
- Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
- Dynamic surplus optimization with performance- and index-linked liabilities (Q2677935) (← links)
- OPTIMAL DIVIDEND POLICY AND STOCK PRICES (Q3304212) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- Optimal investment strategy for asset-liability management under the Heston model (Q5382938) (← links)
