Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543)

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Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
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    Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (English)
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    3 April 2014
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    defined contribution pension plan
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    equity-linked annuity scheme
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    optimal dynamic asset allocation
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    stochastic dynamic programming
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    HJB equations
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