Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees (Q2677936)

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Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
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    Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees (English)
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    9 January 2023
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    pension investments
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    post-retirement phase
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    optimal portfolio
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    buffer mechanism
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    pension adjustments
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    HARA utility function
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    policy function iteration
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