Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
2018 ◽
Vol 80
◽
pp. 67-83
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2019 ◽
Vol 37
(1)
◽
pp. 283-292
◽
2009 ◽
Vol 25
(3)
◽
pp. 407-420
◽
2020 ◽
Vol 368
◽
pp. 112536
2019 ◽
Vol 97
(3)
◽
pp. 638-655
◽
2011 ◽
Vol 375
(2)
◽
pp. 510-522
◽
Keyword(s):
Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies
2012 ◽
Vol 28
(7)
◽
pp. 1421-1430
◽