Guambe, Calisto; Kufakunesu, Rodwell; van Zyl, Gusti; Beyers, Conrad Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model. (English) Zbl 1482.91182 Japan J. Ind. Appl. Math. 39, No. 1, 119-143 (2022). MSC: 91G05 60J74 PDFBibTeX XMLCite \textit{C. Guambe} et al., Japan J. Ind. Appl. Math. 39, No. 1, 119--143 (2022; Zbl 1482.91182) Full Text: DOI
Bian, Lihua; Li, Zhongfei; Yao, Haixiang Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. (English) Zbl 1416.91159 Insur. Math. Econ. 81, 78-94 (2018). MSC: 91B30 60J20 90C39 91G10 PDFBibTeX XMLCite \textit{L. Bian} et al., Insur. Math. Econ. 81, 78--94 (2018; Zbl 1416.91159) Full Text: DOI