Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference40 articles.
1. Dynamic mean–variance problem with constrained risk control for the insurers;Bai;Mathematical Methods of Operations Research,2008
2. Optimal pension management in a stochastic framework;Battocchio;Insurance: Mathematics & Economics,2004
3. Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion;Blake;Journal of Economic Dynamics and Control,2013
4. Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund;Boulier;Insurance: Mathematics & Economics,2001
5. Dynamic asset allocation under inflation;Brennan;The Journal of Finance,2002
Cited by
48 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献