Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion |
scientific article |
Statements
Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (English)
0 references
10 September 2021
0 references
DC pension plan
0 references
state-dependent risk aversion
0 references
robust equilibrium control-measure policy
0 references
extended HJBI equation
0 references
