封面
中文摘要
英文摘要
目录
Chapter 1 Introduction
1.1 Introduction to Stochastic Control Theory
1.2 Introduction to Pension Funds
1.3 Preliminaries
1.4 Literature Review on Pension Funds
1.5 Research Layout
1.6 Objectives of the Research
Chapter 2 Stochastic Differential Equations \(SDEs\)
2.1 Brief Background of SDEs
2.2 General Representation of SDEs
2.3 Stochastic Differential Equations with Controls
2.4 Summary
Chapter 3 Stochastic Optimal Investment under Inflationary Market with Minimum Guarantee for DC Pension Plans
3.1 Introduction
3.2 Proposed Financial Model
3.3 Optimization Problem
3.4 Explicit Solution in CRRA Utility Case
3.5 Discussion of Problem
3.6 Summary
Chapter 4 Modified Power Law Utility Function
4.1 Introduction
4.2 Problem Formulation
4.3 Optimal Policy
4.4 Proposed Power Law Utility
4.5 Summary
Chapter 5 Stochastic Differential Game
5.1 Introduction
5.2 Brief Literature on Game Theory
5.3 Problem Model
5.4 Approach to Solution of Stochastic Optimal Controls
5.5 Summary
结论
Conclusion and Future Work
参考文献
List of Publications
声明
致谢
Resume