Keywords: G11; G22; G32; C61; 91G10; 91B16; 93E20; 91B30; IE13; IE12; IE43; IB81; IB52; IE53; Assets liabilities management (ALM); Optimal dynamic asset allocation; Mortality risk; Salary risk; Incomplete market; Stochastic dynamic programming; Martingale method;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: G11; C61; G32; 91B30; 91B70; 91B16; 91G10; 93E20; IE13; IE12; IM52; IB91; IE53; IE43; Equilibrium control law; Time-consistent strategy; Investment-reinsurance; Partial information; Mean-variance criterion; Regime switching;
Keywords: D91; IE12; IB10; GMDB; Variable annuity; Expected utility; CRRA; Bequest motive;
Keywords: G11; C61; G32; 91B30; 91B70; 91B16; 91G10; 93E20; IE13; IE12; IM52; IB91; IE53; IE43; Optimal proportional reinsurance strategy; Optimal investment strategy; CRRA utility; Stochastic dynamic programming; Stochastic inflation index; Stochastic interest rat
Keywords: IM30; IM50; IE12; D81; G22; Cumulative Prospect Theory; Iterativity; Zero utility principle; Non-expected utility; Generalized Choquet integral;
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Keywords: C61; G11; G32; G02; 91B16; 91B30; 91G10; 93E20; IE12; IE13; IE43; IB81; Defined contribution pension plan; Portfolio choice; Stochastic interest rate; Stochastic contribution rate; Loss aversion; Value-at-Risk; Martingale method;
Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims
Keywords: G11; C61; 91G10; 91B16; 91B30; IE12; IE13; IB12; IB81; Compulsory conversion claims; DC pension plan; Optimal asset allocation; Optimal benefit outgo; HJB equations;
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Keywords: G11; C61; G32; 91B30; 91B70; 91B16; 91G10; 91G30; IB13; IE12; IE13; IE43; Defined contribution pension plan; Stochastic interest rate; Mean-reverting returns; Stochastic market price of risk; Mean-variance efficiency; Stochastic dynamic programming;
Archimedean copulas derived from utility functions
Keywords: C02; C14; D81; IM10; IE12; IE43; Copula; Archimedean generator; Utility function; Risk aversion; Dependence;
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
Keywords: C61; G11; G32; 91G30; 91G10; 93E20; 91B16; 90C39; 91B06; IE53; IE13; IB13; IE12; Defined contribution pension plan; CRRA utility; Stochastic dynamic programming; Stochastic interest rate; Stochastic volatility; Stochastic contribution rate; Minimum guaran
Pricing insurance contracts under Cumulative Prospect Theory
Keywords: D81; G22; IM30; IM50; IE12; Cumulative Prospect Theory; Premium principle; Non-expected utility;
Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits
Keywords: D91; IE12; IB10; GMDB; Variable annuity; Merton model; Expected utility;
Optimal investment and consumption when regime transitions cause price shocks
Keywords: G01; G11; IM01; IE12; IE13; IE53; Event risk; Regime switching; Defaultable bonds; Jump processes; Optimal investment and consumption; Stochastic control;
Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach
Keywords: IM 10; IM 30; IE12; D81; G11; G22; G32; 91B16; 91B70; 91B30; 60Fxx; Dynamic convex risk measures; Time-consistency; g-expectation; Discretization; Convergence; Special drivers;
Optimal risk sharing with different reference probabilities
Keywords: IM51; IE12; D81; G22; 91B06; 91B16; 91B30; Optimal risk sharing; Law-invariance; Convolution;
Integrating long-term care insurance purchase decisions with saving and investment for retirement
Keywords: IB20; C61; D91; E21; G11; D01; IE10; IE12; IE13; IE50; IE53; Strategy/planning; Mathematical programming/optimization; Investment-consumption; Long-term care insurance; Mixed-integer program; Heuristic;
Risk measures via g-expectations
Keywords: IM10; IM30; IE12; G11; G12; G13; 60G42; 60G44; 60H10; Coherent/convex risk measure; Dynamic risk measure; g-expectation; Insurance premium;