Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063): Difference between revisions

@@ Property / author @@
+Xi-Min Rong
@@ Property / author: Xi-Min Rong / rank @@
+Normal rank
@@ Property / author @@
+Hui Zhao
@@ Property / author: Hui Zhao / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6679032
@@ Property / zbMATH DE Number: 6679032 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+DC pension plan
@@ Property / zbMATH Keywords: DC pension plan / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+default risk
@@ Property / zbMATH Keywords: default risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+constant elasticity of variance (CEV) model
@@ Property / zbMATH Keywords: constant elasticity of variance (CEV) model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean-variance criterion
@@ Property / zbMATH Keywords: mean-variance criterion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+time-consistency
@@ Property / zbMATH Keywords: time-consistency / rank @@
+Normal rank

Revision as of 02:35, 1 July 2023