Optimal asset allocation for DC pension plans under inflation

DOI10.1016/J.INSMATHECO.2012.03.003zbMath1284.91520OpenAlexW2022593559MaRDI QIDQ2444718

Mao-Wei Hung, Nan-Wei Han

Publication date: 10 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.03.003

zbMATH Keywords

stochastic dynamic programmingdefined-contribution pension planinflation riskminimum guaranteeinflation-indexed bond

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Portfolio theory (91G10)

Related Items (61)

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