Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase |
scientific article |
Statements
Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (English)
0 references
3 April 2014
0 references
defined contribution pension plan
0 references
equity-linked annuity scheme
0 references
optimal dynamic asset allocation
0 references
stochastic dynamic programming
0 references
HJB equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references