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  • Mean-Variance Investment and Risk Control Strategies: A New Time-Consistent Formulation

    Mean-Variance Investment and Risk Control Strategies: A New Time-Consistent Formulation This abstract describes a paper that considers an optimal investment and risk control problem for an ...

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    • Authors: Yang Shen , Bin Zou
    • Date: Apr 2021
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments
  • Optimal Consumption and Annuity Equivalent Wealth with Mortality Model Uncertainty

    Optimal Consumption and Annuity Equivalent Wealth with Mortality Model Uncertainty The Society of Actuaries Research Institute is pleased to make available a report that aims to understand the ...

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    • Authors: Zhengming Li, Yang Shen , Jian xi Su
    • Date: Apr 2022
    • Competency: External Forces & Industry Knowledge
    • Topics: Pensions & Retirement
  • Optimal Consumption and Annuity Equivalent Wealth with Mortality Model Uncertainty

    Optimal Consumption and Annuity Equivalent Wealth with Mortality Model Uncertainty The Society of Actuaries Research Institute is pleased to make available a report that aims to understand the ...

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    • Authors: Yang Shen , Jian xi Su, Zhengming Li, Society of Actuaries
    • Date: Apr 2022
    • Competency: External Forces & Industry Knowledge
    • Topics: Pensions & Retirement