Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / zbMATH DE Number: 6481790 / rank | |||
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defined-contribution pension scheme | |||
| Property / zbMATH Keywords: defined-contribution pension scheme / rank | |||
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equilibrium investment strategy | |||
| Property / zbMATH Keywords: equilibrium investment strategy / rank | |||
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mortality risk | |||
| Property / zbMATH Keywords: mortality risk / rank | |||
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generalized mean-variance criterion | |||
| Property / zbMATH Keywords: generalized mean-variance criterion / rank | |||
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time-inconsistency | |||
| Property / zbMATH Keywords: time-inconsistency / rank | |||
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Revision as of 22:55, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk |
scientific article |
Statements
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (English)
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14 September 2015
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defined-contribution pension scheme
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equilibrium investment strategy
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mortality risk
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generalized mean-variance criterion
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time-inconsistency
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