Pages that link to "Item:Q977156"

The following pages link to Optimal risk management in defined benefit stochastic pension funds (Q977156):

Displaying 35 items.

• Impulse control of pension fund contributions, in a regime switching economy (Q297413) (← links)
• De-risking defined benefit plans (Q492661) (← links)
• Asset-liability management under the safety-first principle (Q846949) (← links)
• Asset and liability management under a continuous-time mean-variance optimization framework (Q860504) (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
• Stochastic pension fund control in the presence of Poisson jumps (Q995505) (← links)
• Management of a pension fund under mortality and financial risks (Q997092) (← links)
• Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
• Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (Q1641132) (← links)
• Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
• Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Dynamic optimal adjustment policies of hybrid pension plans (Q2172028) (← links)
• Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
• Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
• Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims (Q2347112) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← links)
• Optimal pension decision under heterogeneous health statuses and bequest motives (Q2411153) (← links)
• Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
• Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
• Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
• Optimal investment decisions with a liability: the case of defined benefit pension plans (Q2507610) (← links)
• Optimal contributions in a defined benefit pension scheme with stochastic new entrants (Q2581785) (← links)
• Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans (Q2691364) (← links)
• OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION (Q2929387) (← links)
• Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo (Q3423704) (← links)
• Financial fairness and conditional indexation (Q4577199) (← links)
• THE ANALYTIC APPROACH FOR THE STOCHASTIC PROJECTION OF THE PUBLIC PENSION FUND (Q5358111) (← links)
• Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)
• Heterogeneity-adjusted management of pension funds using adaptive representative agents (Q6089411) (← links)
• A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)
• A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)