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Mean-variance portfolio and contribution selection in stochastic pension funding
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: European journal of operational research : EJOR 187 (2008) 1, pp. 120-137
Persistent link: https://www.econbiz.de/10003769135
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Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: European journal of operational research : EJOR 220 (2012) 2, pp. 404-413
Persistent link: https://www.econbiz.de/10009548845
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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
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Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito; Pagnoncelli, Bernardo K. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
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Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina; Mulvey, John M. - In: European journal of operational research : EJOR 243 (2015) 1, pp. 233-247
Persistent link: https://www.econbiz.de/10010492965
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Impulse control of pension fund contributions, in a regime switching economy
Hainaut, Donatien - In: European journal of operational research : EJOR 239 (2014) 3, pp. 810-819
Persistent link: https://www.econbiz.de/10010411480
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Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
Baltas, I.; Dopierała, Łukasz; Kołodziejczyk, Krzysztof - In: European journal of operational research : EJOR 298 (2022) 3, pp. 1162-1174
Persistent link: https://www.econbiz.de/10013206931
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Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
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Chance-constrained optimization for pension fund portfolios in the presence of default risk
Sun, Yufei; Aw, Grace; Loxton, Ryan; Teo, Kok Lay - In: European journal of operational research : EJOR 256 (2017) 1, pp. 205-214
Persistent link: https://www.econbiz.de/10011611251
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Optimal investment with S-shaped utility and trading and Value at Risk constraints : an application to defined contribution pension plan
Dong, Yinghui; Zheng, Harry - In: European journal of operational research : EJOR 281 (2020) 2, pp. 341-356
Persistent link: https://www.econbiz.de/10012153681