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  • Search: subject:"Stochastic contribution rate"
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Betriebliche Altersversorgung 2 Defined contribution pension plan 2 Interest rate 2 Occupational pension plan 2 Pension fund 2 Pensionskasse 2 Private Altersvorsorge 2 Private retirement provision 2 Stochastic contribution rate 2 Stochastic interest rate 2 Stochastic process 2 Stochastischer Prozess 2 Zins 2 CRRA utility 1 Dynamic programming 1 Dynamische Optimierung 1 Loss 1 Loss aversion 1 Martingale method 1 Minimum guarantee 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio choice 1 Portfolio selection 1 Portfolio-Management 1 Prospect Theory 1 Prospect theory 1 Risikoaversion 1 Risikomaß 1 Risk aversion 1 Risk measure 1 Stochastic dynamic programming 1 Stochastic volatility 1 Value-at-Risk 1 Verlust 1 Volatility 1 Volatilität 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Guan, Guohui 2 Liang, Zongxia 2
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Insurance / Mathematics & economics 2
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 69 (2016), pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
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Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 57 (2014), pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
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