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Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme
Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10009769892
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Optimal annuity portfolio under inflation risk
Konicz, Agnieszka Karolina; Pisinger, David; … - In: Computational Management Science : CMS 12 (2015) 3, pp. 461-488
Persistent link: https://www.econbiz.de/10011285966
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Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
Menoncin, Francesco; Vigna, Elena - In: Insurance / Mathematics & economics 76 (2017), pp. 172-184
Persistent link: https://www.econbiz.de/10011774817
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Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints
Duarte, Thiago B.; Valladão, Davi M.; Veiga, Alvaro - In: Insurance / Mathematics & economics 77 (2017), pp. 177-188
Persistent link: https://www.econbiz.de/10011783945
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Heterogeneity in optimal investment and drawdown strategies in retirement
Butt, Adam; Khemka, Gaurav; Warren, Geoff - In: Pacific-Basin finance journal 74 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013389436
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Pension funds with longevity risk : an optimal portfolio insurance approach
Di Giacinto, Marina; Mancinelli, Daniele; Marino, Mario; … - 2024
Persistent link: https://www.econbiz.de/10015357881
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Symmetric positive equilibrium problem : a framework for rationalizing economic behavior with limited information : comment
Britz, Wolfgang; Heckelei, Thomas; Wolff, Hendrik - In: American journal of agricultural economics 85 (2003) 4, pp. 1078-1081
Persistent link: https://www.econbiz.de/10001825413
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Participation constraints in discontinuous adverse selection models
Martimort, David; Stole, Lars A. - In: Theoretical economics : TE ; an open access journal in … 17 (2022) 3, pp. 1145-1181
upper semicontinuous in the control variable. We apply those conditions to economic environments in contract theory where …
Persistent link: https://www.econbiz.de/10013327119
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Symmetric positive equilibrium problem : a framework for rationalizing economic behavior with limited information
Paris, Quirino - In: American journal of agricultural economics 83 (2001) 4, pp. 1049-1061
Persistent link: https://www.econbiz.de/10001633614
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Contract theory : a programming–model approach
Hashimoto, Hideo; Hamada, Kojun; Hosoe, Nobuhiro - 2011
Persistent link: https://www.econbiz.de/10008934776