OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563)
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scientific article; zbMATH DE number 7241929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE |
scientific article; zbMATH DE number 7241929 |
Statements
OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (English)
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31 August 2020
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DC pension plans
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decumulation
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optimal control
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HJB equation
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annually recalculated virtual annuity
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