Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509)

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scientific article; zbMATH DE number 6481790
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    Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
    scientific article; zbMATH DE number 6481790

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      Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (English)
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      14 September 2015
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      defined-contribution pension scheme
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      equilibrium investment strategy
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      mortality risk
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      generalized mean-variance criterion
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      time-inconsistency
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