Bian, Li-Hua; Li, Xing-Yi; Li, Zhong-Fei Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income. (English) Zbl 1513.91059 J. Oper. Res. Soc. China 10, No. 3, 559-577 (2022). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{L.-H. Bian} et al., J. Oper. Res. Soc. China 10, No. 3, 559--577 (2022; Zbl 1513.91059) Full Text: DOI
Bian, Lihua; Li, Zhongfei; Yao, Haixiang Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate. (English) Zbl 1476.91141 J. Ind. Manag. Optim. 17, No. 3, 1383-1410 (2021). MSC: 91G10 93C55 93E20 PDFBibTeX XMLCite \textit{L. Bian} et al., J. Ind. Manag. Optim. 17, No. 3, 1383--1410 (2021; Zbl 1476.91141) Full Text: DOI
Wang, Pei; Li, Zhongfei Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility. (English) Zbl 1402.91217 Insur. Math. Econ. 80, 67-83 (2018). MSC: 91B30 90C15 90C39 91G10 91G30 PDFBibTeX XMLCite \textit{P. Wang} and \textit{Z. Li}, Insur. Math. Econ. 80, 67--83 (2018; Zbl 1402.91217) Full Text: DOI
Yao, Haixiang; Li, Zhongfei; Li, Duan Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. (English) Zbl 1346.91224 Eur. J. Oper. Res. 252, No. 3, 837-851 (2016). MSC: 91G10 91G30 91G80 90C15 90C39 PDFBibTeX XMLCite \textit{H. Yao} et al., Eur. J. Oper. Res. 252, No. 3, 837--851 (2016; Zbl 1346.91224) Full Text: DOI
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. (English) Zbl 1317.90248 J. Ind. Manag. Optim. 12, No. 1, 187-209 (2016). MSC: 90C26 91G10 91G80 49N15 PDFBibTeX XMLCite \textit{H. Yao} et al., J. Ind. Manag. Optim. 12, No. 1, 187--209 (2016; Zbl 1317.90248) Full Text: DOI