Optimal asset allocation for a DC plan with partial information under inflation and mortality risks (Q5078506)
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scientific article; zbMATH DE number 7530952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset allocation for a DC plan with partial information under inflation and mortality risks |
scientific article; zbMATH DE number 7530952 |
Statements
Optimal asset allocation for a DC plan with partial information under inflation and mortality risks (English)
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23 May 2022
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DC pension plan
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maximum principle
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stochastic income
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inflation risks
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mortality risks
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