[1] A. J. G. Cairns, D. Blake, K. Dowd. Stochastic life styling: optimal dynamic assetallocation for defined contribution pension plans, Journal of Economic Dynamics &Control 30(5) (2006) 843–877.
[2] M. Giacinto, F. Gozzi, S. Federico, 2011. Pension funds with a minimum guarantee: a stochastic control approach. Finance and Stochastic. 15, 297-342
[3] J. Gao. Stochastic optimal control of DC pension funds, Insurance, 42(3) (2008), 1159–1164.
[4] J. F. Boulier, S. Huang, G. Taillard G. Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund, Insurance 28(2) (2001), 173–189.
[5] P. Battocchio, F. Menoncin. Optimal pension management in a stochastic framework, Insurance34(1) (2004) 79–95.
[6] Njoku, K.N. C. Osu, B. O, Akpanibah, E. E. and Ujumadu, R. N. (2017) ‘Effect ofExtraContribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model’ Journal of Mathematical Finance, 7, 821-833.
[7] E. E. Akpanibah, and O. Okwigbedi (2018) ‘’ Optimal Portfolio Selection in a DC Pension withMultiple Contributors and the Impact of Stochastic Additional Voluntary Contribution on the Optimal Investment Strategy’’ International journal of mathematical and computational sciences, 12(1) (2018), 14-19.
[8] J. Xiao, Z. Hong, C. Qin. The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts, Insurance, 40(2) (2007), 302–310.
[9] J. Gao. Optimal portfolios for DC pension plans under a CEV model, Insurance: Mathematics and Economics 44 (2009), 479-490.
[10] E. E. Akpanibah, S. K. Samaila.Stochastic strategies for optimal investment in a defined contribution (DC) pension fund, International Journal of Applied Science and Mathematical Theory, 3(3) (2017), 48-55.
[11] L. He, Z. Liang. The optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework, Insurance, 53(2013), 643-649.
[12] B. O. Osu, E. E. Akpanibah, B I. Oruh. Optimal investment strategies for defined contribution (DC) pension fund with multiple contributors via Legendre transform and dual theory, International journal of pure and applied researches, 2(2) (2017), 97-105
[13] B. O. Osu, E. E. Akpanibah, O. Olunkwa. Mean-Variance Optimization of portfolios with return of premium clauses in a DC pension plan with multiple contributors under constant elasticity of variance model, International journal of mathematical and computational sciences pure and applied researches, 12(5) (2018), 85-90.
[14] D Li, X. Rong, H. Zhao, B. Yi. Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model, Insurance 72(2017), 6-20
[15] E. E. Akpanibah, B. O. Osu. Optimal Portfolio Selection for a Defined Contribution Pension Fund with Return Clauses of Premium with Predetermined Interest Rate under Mean-variance Utility, Asian Journal of Mathematical Sciences 2(2).(2018) 19-29
[16] D. Sheng, X. Rong. Optimal time consistent investment strategy for a DC pension with the return of premiums clauses and annuity contracts, Hindawi Publishing Corporation vol (2014) http://dx.doi.org/10.1155/2014/862694. 1-13
[17] Y. Zeng, Z. Li. Optimal time consistent investment and reinsurance policies for mean-variance insurers. Insurance: Mathematics & Economics 49(2011), 145–154.
[18] L. He, Z. Liang. Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs. Insurance: Mathematics & Economics 44(2009), 88–94.
[19] Z. Liang, J. Huang. Optimal dividend and investing control of an insurance company with higher solvency constraints. Insurance: Mathematics & Economics 49(2011), 501–511.
[20] T. Björk, A. Murgoci. A general theory of Markovian time inconsistent stochastic control problems. Working Paper. Stockholm School of Economics. http://ssrn.com/abstract=1694759. (2009).