Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305)
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scientific article; zbMATH DE number 7530083
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| English | Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility |
scientific article; zbMATH DE number 7530083 |
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Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (English)
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20 May 2022
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dynamic programming
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target benefit pension plan
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Cobb-Douglas utility
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optimal investment
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stochastic differential utility
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0.8959478
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0.88514537
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0.87429076
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0.87072355
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0.86580384
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