Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063): Difference between revisions
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| Property / author: Xi-Min Rong / rank | |||
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Revision as of 20:59, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model |
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Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (English)
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31 January 2017
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DC pension plan
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default risk
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constant elasticity of variance (CEV) model
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mean-variance criterion
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time-consistency
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