Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
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Publication:2010894
DOI10.1016/j.insmatheco.2019.09.005zbMath1427.91245OpenAlexW2976244068WikidataQ127217043 ScholiaQ127217043MaRDI QIDQ2010894
Publication date: 28 November 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.09.005
Hamilton-Jacobi-Bellman equationstochastic optimal controlloss functionoptimal investmentintergenerational risk sharinghybrid pension plan
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