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Optimal defined-contribution pension management with financial and mortality risks
Li, Wenyuan
;
Wei, Pengyu
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
3
,
pp. 546-568
Persistent link: https://www.econbiz.de/10015154561
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Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization
Ma, Jingtang
;
Li, Wenyuan
;
Zheng, Harry
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 851-862
Persistent link: https://www.econbiz.de/10011802243
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Optimal investment strategies for general utilities under dynamic elasticity of variance models
Li, Wenyuan
;
Ma, Jingtang
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1379-1388
Persistent link: https://www.econbiz.de/10011911546
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