Optimal asset allocation for a DC plan with partial information under inflation and mortality risks (Q5078506): Difference between revisions

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Latest revision as of 01:32, 29 July 2024

scientific article; zbMATH DE number 7530952
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English
Optimal asset allocation for a DC plan with partial information under inflation and mortality risks
scientific article; zbMATH DE number 7530952

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    Optimal asset allocation for a DC plan with partial information under inflation and mortality risks (English)
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    23 May 2022
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    DC pension plan
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    maximum principle
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    stochastic income
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    inflation risks
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    mortality risks
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