Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk |
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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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