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Communications in Statistics - Theory and Methods Volume 51, 2022 - Issue 22
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Articles

Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause

Ming Yana Coordinated Innovation Center for Computable Modeling in Management Science, Tianjin University of Finance and Economics, Tianjin, ChinaView further author information
,
Zheng Caoa Coordinated Innovation Center for Computable Modeling in Management Science, Tianjin University of Finance and Economics, Tianjin, ChinaView further author information
,
Ting Wanga Coordinated Innovation Center for Computable Modeling in Management Science, Tianjin University of Finance and Economics, Tianjin, ChinaView further author information
&
Shuhua Zhangb Coordinated Innovation Center for Computable Modeling in Management Science, Yango University, Fujian, China;a Coordinated Innovation Center for Computable Modeling in Management Science, Tianjin University of Finance and Economics, Tianjin, ChinaCorrespondence[email protected]
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Pages 7980-8011 | Received 23 Jul 2019, Accepted 02 Feb 2021, Published online: 23 Feb 2021

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Read on this site (2)

Yanyu Shao, Dengfeng Xia & Weiyin Fei. (2023) Optimal investment strategy for DC pension plan with inflation risk under the hybrid stochastic volatility model. Systems Science & Control Engineering 11:1.
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Zhehong Hao, Hao Chang & Mengke Kou. Robust time-consistent strategies of DC pension plans with the return of premiums clauses under inflation. Communications in Statistics - Theory and Methods 0:0, pages 1-27.
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Articles from other publishers (2)

Zhehong Hao & Hao Chang. (2023) Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity. Computational and Applied Mathematics 42:8.
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Zilan Liu, Yijun Wang, Ya Huang & Jieming Zhou. (2023) Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework. Journal of Industrial and Management Optimization 19:2, pages 1262.
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