This paper studies the optimal investment and benefit payment strategies for target benefit
(TB) pension plans. The pension fund receives contributions from active members and pays …

This paper studies the optimal portfolio selection for defined contribution (DC) pension fund
with mispricing. We adopt the general hyperbolic absolute risk averse (HARA) utility to …

This paper is devoted to determining an optimal investment strategy for a defined-
contribution (DC) pension plan with deposit loan spread under the constant elasticity of …

This article investigates the robust time-consistent investment strategy for a DC pension plan
with model uncertainty under the mean-variance optimization objective. For the avoidance of …

In this paper, we study a time consistent solution for a defined contribution pension plan
under a mean-variance criterion with regime switching in a jump-diffusion setup, during the …

This paper studies the optimal investment and benefit adjustment problem for a collective
DC (CDC) pension plan in an environment with parameter uncertainty. We propose a …

In this paper, we consider the optimal investment and contribution adjustment problem for a
multi-cohorts DB pension plan in an environment with parameter uncertainty. Preferences …