Optimal annuity portfolio under inflation risk (Q2355721): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2069345706 / rank | |||
Normal rank |
Revision as of 21:03, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal annuity portfolio under inflation risk |
scientific article |
Statements
Optimal annuity portfolio under inflation risk (English)
0 references
24 July 2015
0 references
inflation-linked annuity
0 references
retirement planning
0 references
CRRA utility
0 references
loss disutility
0 references
multi-stage stochastic programming
0 references