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浏览/检索结果: 共3条，第1-3条 帮助 限定条件 专题：大连理工大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model 期刊论文 COMPUTATIONAL & APPLIED MATHEMATICS, 2019, 卷号: 38 作者:  Mwanakatwe, Patrick Kandege;  Song, Lixin;  Hagenimana, Emmanuel;  Wang, Xiaoguang 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02 DC pension fund  Stochastic optimal control  Heston-Hull-White model  Optimal portfolio  CRRA utility function   Management Strategies for a Defined Contribution Pension Fund under the Hull-White Interest Rate Model 会议论文 PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON APPLIED MATHEMATICS, MODELING AND SIMULATION (AMMS 2017), 2017-01-01 作者:   收藏  |  浏览/下载：11/0  |  提交时间：2019/12/03 optimal investment strategy  defined contribution pension fund  stochastic dynamic programming  interest rate   Longevity Risk Management for Government Pension Fund: Longevity Bonds Design 会议论文 6th International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII), Xian, PEOPLES R CHINA, 2013-11-23 作者:  Shang Qin;  Zhang Guozhong 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11 longevity risk  pension  incomplete market  longevity bonds