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Optimization of probability of survival of insurance company investment with power utility function
Ihedioha, Silas A.; Osu, Bright O. - In: Inventi impact: microfinance & banking (2014) 1, pp. 26-31
Persistent link: https://www.econbiz.de/10010344835
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Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.; Osu, Bright O.; Ihedioha, Silas A.; … - In: Journal of mathematical finance 8 (2018) 4, pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
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The portfolios of an insurer and a reinsurer under exponential utility function, constant rate of returns and proportional reinsurance
Ihedioha, Silas A. - In: Inventi impact: microfinance & banking (2016) 2, pp. 65-76
Persistent link: https://www.econbiz.de/10011512827
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Optimization of an investor's portfolio under constant elasticity of variance model and power utility function
Ihedioha, Silas A. - In: Inventi impact: emerging economies (2016) 4, pp. 196-203
Persistent link: https://www.econbiz.de/10011588768
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Optimal investment problem of an insurer with consumption and dividends under proportional reinsurance and exponential utility preference : the implication of mode of taxation and transaction costs charging
Ihedioha, Silas A. - In: Inventi impact: microfinance & banking (2016) 4, pp. 195-204
Persistent link: https://www.econbiz.de/10011588905
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Optimal Portfolio Selection for a Defined Contribution Pension Fund with Return Clauses of Premium with Predetermined Interest Rate under Mean-variance Utility
Akpanibah, Edikan; Osu, Bright O. - 2021
This paper investigates the optimal investment strategies for a defined contribution pension fund with return clauses of premiums with interest under the mean-variance criterion. Using the actuarial symbol, we formalize the problem as a continuous time mean-variance stochastic optimal control....
Persistent link: https://www.econbiz.de/10013231620
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Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.; Osu, Bright O.; Akpanibah, Edikan E.; … - In: Journal of mathematical finance 7 (2017) 4, pp. 821-833
Persistent link: https://www.econbiz.de/10011789083
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Optimal Portfolio Selection for a Defined Contribution Pension Fund with Return Clauses of Premium with Predetermined Interest Rate under Mean-variance Utility
Akpanibah, Edikan; O. Osu, Bright - 2021
This paper investigates the optimal investment strategies for a defined contribution pension fund with return clauses of premiums with interest under the mean-variance criterion. Using the actuarial symbol, we formalize the problem as a continuous time mean-variance stochastic optimal control....
Persistent link: https://www.econbiz.de/10013234097