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Altersvorsorge
DC pension plan
15
Portfolio selection
12
Portfolio-Management
12
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11
Pensionskasse
11
Retirement provision
10
Theorie
8
Theory
8
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5
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Occupational pension plan
4
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2
Control theory
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Markovian time inconsistent stochastic control
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Return of premiums clauses
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Risikoprämie
2
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dynamic programming approach
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inflation-indexed bond
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stochastic optimal control
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Li, Zhongfei
4
Chen, Zheng
3
Zeng, Yan
3
Li, Danping
2
Wang, Pei
2
Yao, Haixiang
2
Bian, Lihua
1
Chen, Ping
1
Chen, Zhiping
1
Guo, Junyi
1
He, Lin
1
Kang, Yuxin
1
Liang, Zongxia
1
Rong, Ximin
1
Shen, Yang
1
Sun, Jingyun
1
Wang, Liyuan
1
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Insurance / Mathematics & economics
7
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
2
The role of inflation-indexed bond in optimal management of defined contribution pension plan during the decumulation phase
Zhang, Xiaoyi
;
Guo, Junyi
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-16
This paper investigates the optimal investment strategy for a defined contribution (
DC
)
pension
plan
during the …
Persistent link: https://www.econbiz.de/10011811720
Saved in:
3
Equilibrium investment strategy for a
DC
pension
plan
with learning about stock return predictability
Wang, Pei
;
Shen, Yang
;
Zhang, Ling
;
Kang, Yuxin
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 384-407
Persistent link: https://www.econbiz.de/10012622401
Saved in:
4
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
5
Pre-commitment and equilibrium investment strategies for the
DC
pension
plan
with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
6
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
7
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
8
Equilibrium investment strategy for
DC
pension
plan
with default risk and return of premiums clauses under CEV model
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
Saved in:
9
Asset allocation under loss aversion and minimum performance constraint in a
DC
pension
plan
with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
10
Optimal assets allocation and benefit outgo policies of
DC
pension
plan
with compulsory conversion claims
He, Lin
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 227-234
Persistent link: https://www.econbiz.de/10010515880
Saved in:
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