On ``optimal pension management in a stochastic framework'' with exponential utility (Q2276261)
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scientific article; zbMATH DE number 5934670
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| English | On ``optimal pension management in a stochastic framework'' with exponential utility |
scientific article; zbMATH DE number 5934670 |
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On ``optimal pension management in a stochastic framework'' with exponential utility (English)
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1 August 2011
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defined-contribution pension plan
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wage risk
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inflation
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optimal asset allocation
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exponential utility
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Hamilton-Jacobi-Bellman equation
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0.8349854350090027
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0.8110182285308838
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0.8036876320838928
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0.7948493361473083
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0.7872540354728699
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