Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681)
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| 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 |
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Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (English)
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10 September 2021
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DC pension plan
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state-dependent risk aversion
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robust equilibrium control-measure policy
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extended HJBI equation
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