The purpose of this book is to present an overview of, and introduction to, the time-
inconsistent control theory developed by the authors during the last decade. The theory is …

This paper provides a derivative-based optimal investment strategy for an ambiguity-
adverse pension investor who faces not only risks from time-varying income and market …

A data-driven Neural Network (NN) optimization framework is proposed to determine optimal
asset allocation during the accumulation phase of a defined contribution pension scheme. In …

This paper studies a generalized multi-period mean–variance portfolio selection problem
within the game theoretic framework for a defined-contribution pension scheme member …

We solve a mean–variance optimisation problem in the accumulation phase of a defined
contribution pension scheme. In a general multi-asset financial market with stochastic …

This paper investigates a time-consistent investment strategy under the mean-variance
criterion for an investor who accumulates retirement savings through a defined contribution …

This paper investigates a robust optimal portfolio choice problem for a defined contribution
(DC) pension plan member. The member worries about model ambiguity and aims to seek …

In this paper, we consider the time-consistent reinsurance–investment strategy under the
mean–variance criterion for an insurer whose surplus process is described by a Brownian …

Optimal investment strategies of an individual worker during the accumulation phase in the
defined contribution pension scheme have been well studied in the literature. Most of them …

This paper studies an optimal investment problem for a defined-contribution (DC) pension
plan during the accumulation phase, where a pension member contributes a predetermined …