Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans (Q2691364)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans |
scientific article |
Statements
Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans (English)
0 references
29 March 2023
0 references
target benefit pension plan
0 references
optimal investment
0 references
longevity risk
0 references
stochastic optimal control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
