Optimal investment for DC pension under the affine interest rate model

被引：0

作者：

机构：

[1] [1,Zhang, Chu-Bing

[2] Rong, Xi-Min

来源：

Zhang, C.-B. (zcbsuccess@yahoo.com.cn) | 2012年 / Systems Engineering Society of China卷 / 32期

关键词：

14;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

共 50 条

[21] Analysis on Model of Investment under Interest Rate Uncertainty
Zhu, Yancheng
2010 THE 3RD INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND INDUSTRIAL APPLICATION (PACIIA2010), VOL II, 2010, : 368 - 370
[22] Optimal Investment for Insurers with the Extended CIR Interest Rate Model
Chiu, Mei Choi
Wong, Hoi Ying
ABSTRACT AND APPLIED ANALYSIS, 2014,
[23] Optimal investment consumption model with a higher interest rate for borrowing
Weiyin F.
Rangquan W.
Applied Mathematics-A Journal of Chinese Universities, 2000, 15 (3) : 350 - 358
[24] OPTIMAL INVESTMENT CONSUMPTION MODEL WITH A HIGHER INTEREST RATE FOR BORROWING
Fei Weiyin Wu RangquanDept.
AppliedMathematics:AJournalofChineseUniversities, 2000, (03) : 350 - 358
[25] Robust optimal investment strategies of DC pension plan under limited attention allocation
Song, Aiming
Chen, Dengsheng
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2025,
[26] Optimal investment of DC pension plan under a joint VaR-ES constraint
Dong, Yinghui
Tang, Chengjin
Hua, Chunrong
AIMS MATHEMATICS, 2024, 9 (01): : 2084 - 2104
[27] Time-Consistent Investment Strategies for a DC Pension Member with Stochastic Interest Rate and Stochastic Income
Bian, Li-Hua
Li, Xing-Yi
Li, Zhong-Fei
JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2022, 10 (03) : 559 - 577
[28] Time-Consistent Investment Strategies for a DC Pension Member with Stochastic Interest Rate and Stochastic Income
Li-Hua Bian
Xing-Yi Li
Zhong-Fei Li
Journal of the Operations Research Society of China, 2022, 10 : 559 - 577
[29] Asymptotic optimal investment under interest rate for a class of subexponential distributions
Eisenberg, Julia
SCANDINAVIAN ACTUARIAL JOURNAL, 2014, 2014 (08) : 671 - 689
[30] Optimal Investment Strategy for DC Pension Plan with Stochastic Income and Inflation Risk under the Ornstein-Uhlenbeck Model
Wang, Yang
Xu, Xiao
Zhang, Jizhou
MATHEMATICS, 2021, 9 (15)

← 1 2 3 4 5 →