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