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Optimal Time-Consistent Portfolio and Contribution Selection for Defined Benefit Pension Schemes und
期刊名称:ANZIAM J
时间:2014
页码:66-90
相关项目:保险风险理论中的随机最优控制问题
作者:
Xiaoqing Liang|Lihua Bai|Junyi Guo|
同期刊论文项目
保险风险理论中的随机最优控制问题
期刊论文 44
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Optimal dividend and equity issuance problem with proportional and fixed transaction costs
Virial Theorem for a Class of Quantum Nonlinear Harmonic Oscillators
Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs
Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk mo
Optimal dividend problem with a nonlinear regular-singular stochastic control
A Duality Result for the Generalized Erlang Risk Model
Optimal Control with Restrictions for a Diffusion Risk Model Under Constant Interest Force
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Archimedean copulas in finite and infinite dimensions—with application to ruin problems
Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an
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Expected discounted dividends in a discrete semi-Markov risk model
均值回归模型下最优人寿保险的购买和投资消费问题
Stochastic differential equations driven by fractional Brownian motion and Poisson point process
The hitting time for a Cox risk process
Optimal Investment, Consumption and Life Insurance in an Incomplete Market.
Construction of Positive-Operator Valued Measures via Wavefunctions of Physical Systems
Optimization of risk policy and dividends with fixed transaction costs under interest rate
关于离散时间鞅理论的2个具体应用
相依对偶模型的G-S函数
带有借款利息和税收的常利率风险模型(英文)
Erlang(n)风险模型下破产时和破产前索赔次数的联合密度(英文)
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常分红壁下相依对偶模型的G-S函数
Ornstein-Uhlenback type Omega model
Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier