Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063)
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scientific article; zbMATH DE number 6679032
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| English | Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model |
scientific article; zbMATH DE number 6679032 |
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Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (English)
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31 January 2017
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DC pension plan
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default risk
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constant elasticity of variance (CEV) model
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mean-variance criterion
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time-consistency
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0.9116029
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0.9095083
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0.9078944
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0.9029427
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0.9023278
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0.90066254
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0.9005982
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0.89630866
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0.8928169
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