Wang, Liyuan; Chen, Zhiping; Yang, Peng Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance. (English) Zbl 07702509 Commun. Stat., Theory Methods 52, No. 7, 2309-2337 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Peng, Xingchun; Zhou, Hao; Luo, Liuling Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching. (English) Zbl 1519.91220 J. Comput. Appl. Math. 425, Article ID 115058, 23 p. (2023). MSC: 91G05 62P05 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Yan, Ming; Cao, Zheng; Wang, Ting; Zhang, Shuhua Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause. (English) Zbl 07596368 Commun. Stat., Theory Methods 51, No. 22, 7980-8011 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zhu, Shunqing; Dong, Yinghui; Wu, Sang Optimal investment of DC pension plan with two VaR constraints. (English) Zbl 07533632 Commun. Stat., Theory Methods 51, No. 6, 1745-1764 (2022). MSC: 91B16 91G10 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Guambe, Calisto; Kufakunesu, Rodwell; van Zyl, Gusti; Beyers, Conrad Optimal asset allocation for a DC plan with partial information under inflation and mortality risks. (English) Zbl 07530952 Commun. Stat., Theory Methods 50, No. 9, 2048-2061 (2021). MSC: 60H30 91B30 93E20 91G10 91G80 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv