Pages that link to "Item:Q995505"

The following pages link to Stochastic pension fund control in the presence of Poisson jumps (Q995505):

Displaying 21 items.

• Impulse control of pension fund contributions, in a regime switching economy (Q297413) (← links)
• Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (Q659088) (← links)
• Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
• Optimal control of uncertain systems with jump under optimistic value criterion (Q682844) (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← 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)
• 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 investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
• Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267) (← links)
• Optimal DB-PAYGO pension management towards a habitual contribution rate (Q2212147) (← links)
• Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims (Q2347112) (← links)
• Optimal pension decision under heterogeneous health statuses and bequest motives (Q2411153) (← links)
• Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
• OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION (Q2929387) (← links)
• First passage time for multivariate jump-diffusion processes in finance and other areas of applications (Q3077491) (← links)
• Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)
• Optimal Control of DC Pension Plan Management under Two Incentive Schemes (Q5742903) (← links)
• A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
• Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion (Q6598738) (← links)