Open Access
Issue |
Wuhan Univ. J. Nat. Sci.
Volume 27, Number 4, August 2022
|
|
---|---|---|
Page(s) | 321 - 330 | |
DOI | https://doi.org/10.1051/wujns/2022274321 | |
Published online | 26 September 2022 |
- Boulier J F, Huang S J, Taillard G. Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund [J]. Insurance Mathematics and Economics, 2001, 28(2): 173-189. [Google Scholar]
- Gao J W. Optimal portfolios for DC pension plans under a CEV model [J]. Insurance: Mathematics and Economics, 2009, 44(3): 479-490. [CrossRef] [MathSciNet] [Google Scholar]
- Zhang L, Li D P, Lai Y Z. Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility [J]. Journal of Computational and Applied Mathematics, 2020, 368: 112536. [CrossRef] [MathSciNet] [Google Scholar]
- Tiro K, Basimanebotlhe O, Offen E R. Stochastic analysis on optimal portfolio selection for DC pension plan with stochastic interest and inflation rate[J]. Journal of Mathematical Finance, 2021, 11(4): 579-596. [Google Scholar]
- Wang Y, Xu X, Zhang J Z. Optimal investment strategy for DC pension plan with stochastic income and inflation risk under the Ornstein-Uhlenbeck model [J]. Mathematics, 2021, 9(15): 1756-1771. [CrossRef] [Google Scholar]
- Han N W, Hung M W. Optimal asset allocation for DC pension plans under inflation [J]. Insurance: Mathematics and Economics, 2012, 51(1): 172-181. [Google Scholar]
- Wu H L, Zhang L, Chen H. Nash equilibrium strategies for a defined contribution pension management [J]. Insurance: Mathematics and Economics, 2015, 62: 202-214. [Google Scholar]
- Baltas I, Dopierala L, Kolodziejczyk K, et al. Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty [J]. European Journal of Operational Research, 2022, 298(3): 1162-1174. [CrossRef] [MathSciNet] [Google Scholar]
- Hou L, Yang X T, Li Q. Urban household bequest motive in China: An estimation based on micro household finance data [J]. The Journal of World Economy, 2021, 44(5): 79-104(Ch). [Google Scholar]
- Choi S, Wilmarth M J. The moderating role of depressive symptoms between financial assets and bequests expectation [J]. Journal of Family and Economic Issues, 2019, 40(3): 498-510. [Google Scholar]
- Shi A L, Li Z F. Optimal investment strategy of DC pension plan with bequest motivation and minimum performance constraints [J]. Journal of Systems Science and Mathematical, 2021, 41(7): 1905-1926. [Google Scholar]
- Kahneman D, Tversky A. Prospect theory: An analysis of decision under risk [J]. Econometrica, 1979, 47(2): 263-291. [CrossRef] [Google Scholar]
- Guan G H, Liang Z X. Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints [J]. Insurance: Mathematics and Economics, 2016, 69: 224-237. [Google Scholar]
- Chen Z, Li Z F, Zeng Y, et al. Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk [J]. Insurance: Mathematics and Economics, 2017, 75: 137-150. [Google Scholar]
- Wang C Y, Fu C Y, Sheng G X. Optimal investment of DC pension under the inflation and loss aversion [J]. Journal of University of Science and Technology of China, 2018, 48(5): 420-430(Ch). [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.