Hedging longevity risk in defined contribution pension schemes (Q6088770)
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scientific article; zbMATH DE number 7778014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging longevity risk in defined contribution pension schemes |
scientific article; zbMATH DE number 7778014 |
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Hedging longevity risk in defined contribution pension schemes (English)
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14 December 2023
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defined contribution pension scheme
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longevity bond
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stochastic control
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dynamic programming principle
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