Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101)
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scientific article; zbMATH DE number 6663347
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-period defined contribution pension funds investment management with regime-switching and mortality risk |
scientific article; zbMATH DE number 6663347 |
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Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (English)
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14 December 2016
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contribution pension funds
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multi-period mean-variance
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regime switching
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mortality risk
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dynamic programming
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0.8444830775260925
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0.8264378309249878
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0.8246557712554932
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0.8240339756011963
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