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奈特不确定下带有红利支付的养老金最优投资策略研究
  • 期刊名称：东华大学学报
  • 时间：2014
  • 页码：497-502
  • 相关项目：Knight不确定环境下最优消费和投资问题研究
作者： 费为银|姚远浩|夏登峰|
同期刊论文项目
Knight不确定环境下最优消费和投资问题研究
期刊论文 130 会议论文 1
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Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local ma
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带有习惯形成的最优消费-投资与闲暇选择问题研究
破产前需连续偿债的无限时段上的效用最大化问题
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通胀环境下考虑随机微分效用的最优消费和投资问题研究
Existence and uniqueness of solutions to uncertain functional differential equations
Neutral uncertain delay differential equations
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带最低保障和红利的养老基金随机控制问题研究
中小板与创业板首次公开募股首日溢价的比较分析
部分信息下资产收益率发生紊乱的最优投资策略
跳扩散过程下的保险商偿债率模型研究
消费篮子价格部分可观察下带通胀与红利支付的最优消费投资问题研究
在红利支付情形下考虑负效用的消费投资问题研究
模型不确定环境下最优动态投资组合问题的研究
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Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets
Empirical likelihood forheteroscedastic partially linear errors-in-variables model with -mixing erro
Empirical likelihood forsemiparametric varying-coefficient heteroscedastic partially linearerrors-in
DistributedConsensus of Stochastic Delayed Multi-Agent Systems under AsynchronousSwitching
Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
Exponential stabilityof impulsive stochastic delay differential systems
Estimatingthe shareholder's terminal payoff based on insure's solvency ratio in mixe
Asymptoticdegree distribution of a kind of evolving random tree
Optimal control of Markovian switching systems with applications to portfolio decisions under inflat
Optimal consumption-leisure, portfolio and retirement selection based on alpha-maxmin expected CES u
Optimal control of uncertain stochastic systems with Markovian switching and its applications to por
通胀条件下对冲基金最优投资策略
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Non-contact of solutions to stochastic differential equations driven by semimartingale with non-Lips
On small time large deviation principle for diffusion processes on Hilbert spaces under non-Lipschit
跳扩散环境下考虑汇率变动服从均值回复的外商直接投资决策问题研究
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统计学专业应用型人才培养模式的探索与实践
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Properties of Solutions to Stochastic Set Differential Equations under Non-Lipschitzian Coefficients
Almost sure stability for uncertain differential equation
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Optimal consumption and portfolio under inflation and Markovian switching
Solutions to BSDEs Driven by Both Standard and Fractional Brownian Motions
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Optimal consumption-leisure, portfolio and retirement selection based on a-maxmin expected CES utili
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An application of the forward integral to an insider's optimal portfolio with the dividend
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Nodesdeleting in the uniform recursive trees.
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Stability ofstochastic nonlinear switched systems with average dwell time
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On solutions ofneutral stochastic delay Volterra equations with singular kernels
StabilityAnalysis of Switched Stochastic Neural Networks with Time-Varying Delays
Asymptotic normality of asimple linear EV regression model with martingale difference errors.
Empirical likelihood forsemivarying coefficient model with measurement error in the nonparametric pa
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Statistical inference forpartially time-varying coefficient errors-in-variables models.
Empirical likelihood forpartially time-varying coefficient models with dependent observations.
Empirical likelihood forsemiparametric varying-coefficient heteroscedastic partially linear models.
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极端事件冲击下含糊厌恶投资者的最优投资组合选择问题
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突发事件冲击下带通胀的动态资产配置问题研究
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分数布朗运动环境中几何平均亚式期权的定价
结合数学建模 改革《数值分析》教学
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EMPIRICAL LIKELIHOOD FOR LONGITUDINAL PARTIALLY LINEAR MODEL WITH a-MIXING ERRORS
DYNAMIC PORTFOLIO CHOICE UNDER THE TIME-VARYING, JUMPS, AND KNIGHT UNCERTAINTY OF ASSET RETURN PROCESS
Optimal consumption-leisure, portfolio and retirement selection based on α-maxmin expected CES utility with ambiguity
MA（1）利率模型下的破产概率