Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079)
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scientific article; zbMATH DE number 7319204
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| English | Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk |
scientific article; zbMATH DE number 7319204 |
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Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (English)
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10 March 2021
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target benefit pension plan
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model uncertainty
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dynamic programming
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dfault risk
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robust strategy
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0.8596847057342529
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0.8407617807388306
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0.8145307302474976
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0.8084128499031067
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