Bayesian adaptive portfolio optimization for DC pension plans

DOI10.1016/J.INSMATHECO.2025.04.001MaRDI QIDQ6996601zbMATH OpenFDO

Authors Shuping Gao, Junyi Guo, Xiaoqing Liang

Publication date 15 April 2025

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.INSMATHECO.2025.04.001

zbMATH Keywords

Bayesian approachDC pensioninflation riskminimum guaranteepartial information

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Portfolio theory (91G10)

Cites work

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• Utility maximization with partial information

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