Pages that link to "Item:Q995510"

The following pages link to The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts (Q995510):

Displaying 44 items.

• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
• Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
• A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
• Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
• Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
• The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
• Legendre transform-dual solution for investment and consumption problem under the Vasicek model (Q890628) (← links)
• Stochastic optimal control of DC pension funds (Q931216) (← links)
• Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
• Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← 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)
• Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
• Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248) (← links)
• Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
• Optimal investment strategies for DC pension with stochastic salary under the affine interest rate model (Q1956025) (← links)
• Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← 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)
• Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
• Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278) (← links)
• Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
• Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
• Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)
• Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314) (← links)
• Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
• Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
• Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
• Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
• Income drawdown option with minimum guarantee (Q2514762) (← links)
• On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
• Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
• Inter‐temporal mutual‐fund management (Q6054428) (← links)
• Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)