Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income

DOI10.1007/s40305-021-00386-1OpenAlexW4210955493MaRDI QIDQ2676164

Xingyi Li, Zhong-Fei Li, Li-Hua Bian

Publication date: 27 September 2022

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-021-00386-1

zbMATH Keywords

stochastic interest ratetime-consistent strategystochastic incomeDC pension fundmulti-period mean-variance model

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial mathematics (91G05)

Cites Work

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