Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630)
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scientific article; zbMATH DE number 6306908
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| English | Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework |
scientific article; zbMATH DE number 6306908 |
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Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (English)
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23 June 2014
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DC pension plan
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Markovian time inconsistent stochastic control
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mean-variance stochastic control
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optimal asset allocation
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return of premiums clauses
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