Optimal pension decision under heterogeneous health statuses and bequest motives

DOI10.3934/jimo.2017011zbMath1373.90067MaRDI QIDQ2411153

Lin He, Zongxia Liang

Publication date: 20 October 2017

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2017011

zbMATH Keywords

optimal asset allocation; health status; bequest motive; optimal benefit outgo; ELA and ELID

Mathematics Subject Classification ID

90B50: Management decision making, including multiple objectives

91G10: Portfolio theory

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