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