Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477)

From MaRDI portal





scientific article; zbMATH DE number 6306779
Language Label Description Also known as
default for all languages
No label defined
    English
    Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework
    scientific article; zbMATH DE number 6306779

      Statements

      Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (English)
      0 references
      0 references
      0 references
      0 references
      0 references
      23 June 2014
      0 references
      asset allocation
      0 references
      defined contribution pension fund
      0 references
      multi-period mean-variance
      0 references
      stochastic income
      0 references
      mortality risk
      0 references

      Identifiers