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Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. (2017). Li, Danping ; Yi, BO ; Zhao, Hui ; Rong, Ximin.
In: Insurance: Mathematics and Economics.
RePEc:eee:insuma:v:72:y:2017:i:c:p:6-20.

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Cited: 8

Citations received by this document

Cites: 33

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Cocites: 53

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  1. .

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  2. A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market. (2021). Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei ; Zhong, Feimin.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:94:y:2021:i:3:d:10.1007_s00186-021-00760-y.

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  3. On the Investment Strategies in Occupational Pension Plans. (2021). Bosserhoff, Frank ; Stadje, Mitja ; Sorensen, Nils ; Chen, AN.
    In: Papers.
    RePEc:arx:papers:2104.08956.

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  4. .

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  6. Robust non-zero-sum investment and reinsurance game with default risk. (2019). Wang, Ning ; Qian, Linyi ; Jin, Zhuo ; Zhang, Nan.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:84:y:2019:i:c:p:115-132.

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  7. Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance. (2018). Josa-Fombellida, Ricardo ; Rincon-Zapatero, Juan Pablo ; Lopez-Casado, Paula.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:82:y:2018:i:c:p:73-86.

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  8. Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. (2018). Bian, Lihua ; Yao, Haixiang ; Li, Zhongfei.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:81:y:2018:i:c:p:78-94.

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References

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  52. Consumption–investment strategies with non-exponential discounting and logarithmic utility. (2014). Wei, Jiaqin ; Shen, Yang ; Zhao, Qian.
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