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Optimal Mix Among PAYGO, EET and Individual Savings
However, the funded scheme does not completely replace PAYGO (Pay as You Go) scheme and there exist heterogeneous mixes among PAYGO, EET (Exempt, Exempt, Taxed) and individual savings in different countries.
A Stackelberg reinsurance-investment game under $α$-maxmin mean-variance criterion and stochastic volatility
Furthermore, the level of ambiguity, ambiguity attitude, and risk attitude of the insurer (reinsurer) have similar effects on the equilibrium reinsurance strategy, reinsurance premium, and investment strategy.
The continuous-time pre-commitment KMM problem in incomplete markets
Explicit forms of optimal strategies are presented for CRRA, CARA and HARA utilities in the case of Gaussian SOD in a Black-Scholes financial market, which show that DM with higher ambiguity aversion tends to be more concerned about extreme market conditions with larger bias.
Optimal Retirement Time and Consumption with the Variation in Habitual Persistence
In this paper, we study the individual's optimal retirement time and optimal consumption under habitual persistence.
