Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894): Difference between revisions
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| Property / DOI: 10.1016/j.insmatheco.2019.09.005 / rank | |||
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| Property / DOI: 10.1016/J.INSMATHECO.2019.09.005 / rank | |||
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Latest revision as of 18:29, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan |
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Statements
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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