OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Peter A. I. Forsyth / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Kenneth Vetzal / rank | |||
Normal rank |
Revision as of 16:51, 20 February 2024
scientific article; zbMATH DE number 7241929
Language | Label | Description | Also known as |
---|---|---|---|
English | OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE |
scientific article; zbMATH DE number 7241929 |
Statements
OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (English)
0 references
31 August 2020
0 references
DC pension plans
0 references
decumulation
0 references
optimal control
0 references
HJB equation
0 references
annually recalculated virtual annuity
0 references