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Latest revision as of 15:38, 14 August 2024

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Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
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    Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (English)
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    28 November 2019
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    hybrid pension plan
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    intergenerational risk sharing
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    Hamilton-Jacobi-Bellman equation
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    stochastic optimal control
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    optimal investment
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    loss function
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