Fair demographic risk sharing in defined contribution pension systems
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Publication:433378
DOI10.1016/j.jedc.2011.12.002zbMath1242.91065OpenAlexW3125982794MaRDI QIDQ433378
Martino Grasselli, Daniel Gabay
Publication date: 13 July 2012
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.12.002
Related Items (3)
A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation ⋮ Long guarantees with short duration: the rolling annuity ⋮ A stochastic control problem with delay arising in a pension fund model
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