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Optimal chance-constrained pension fund management through dynamic stochastic control
Lauria, Davide; Consigli, Giorgio; Maggioni, Francesca - In: OR spectrum : quantitative approaches in management 44 (2022) 3, pp. 967-1007
Persistent link: https://www.econbiz.de/10013440687
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Stochastic optimization for enterprise risk management
Zhang, Zhuojuan - 2006
Persistent link: https://www.econbiz.de/10003946505
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Pension funds rules : paradoxes in risk control
Cadoni, Marinella; Melis, Roberta; Trudda, Alessandro - In: Finance research letters 22 (2017), pp. 20-29
Persistent link: https://www.econbiz.de/10011807947
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Optimal risk for pension funds : the sustainability of the UK Universities pension scheme
Miles, David; Sefton, James A. - 2024
Persistent link: https://www.econbiz.de/10014581695
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Pension fund management with hedging derivatives, stochastic dominance and nodal contamination
Moriggia, Vittorio; Kopa, Miloš; Vitali, Sebastiano - In: Omega : the international journal of management science 87 (2019), pp. 127-141
Persistent link: https://www.econbiz.de/10012063408
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Hedging longevity risk in defined contribution pension schemes
Agarwal, Ankush; Ewald, Christian; Wang, Yongjie - In: Computational management science 20 (2023) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10014228476
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Target benefit pension with longevity risk and stochastic interest rate valuation
Tao, Cheng; Rong, Ximin; Zhao, Hui - In: Insurance : mathematics and economics 120 (2025), pp. 285-301
Persistent link: https://www.econbiz.de/10015431899
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Optimal additional voluntary contribution in DC pension schemes to manage inadequacy risk
Ferreira Morici, Henrique; Vigna, Elena - 2023
Persistent link: https://www.econbiz.de/10014429750
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Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 643-649
Persistent link: https://www.econbiz.de/10010227913
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Income drawdown option with minimum guarantee
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; … - In: European journal of operational research : EJOR 234 (2014) 3, pp. 610-624
Persistent link: https://www.econbiz.de/10010360497