Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model |
scientific article |
Statements
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (English)
0 references
31 January 2017
0 references
DC pension plan
0 references
default risk
0 references
constant elasticity of variance (CEV) model
0 references
mean-variance criterion
0 references
time-consistency
0 references
