Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (Q2358313)
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scientific article; zbMATH DE number 6730977
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| English | Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan |
scientific article; zbMATH DE number 6730977 |
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Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (English)
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14 June 2017
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defined contribution pension fund
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non-exponential discounting
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time-inconsistency
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equilibrium strategies
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extended HJB equation
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0.8467389941215515
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0.8130930066108704
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0.8086606860160828
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0.807988166809082
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