Dynamic mean-variance problem for defined contribution pension fund under inflation (Q5064083)
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scientific article; zbMATH DE number 7494783
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic mean-variance problem for defined contribution pension fund under inflation |
scientific article; zbMATH DE number 7494783 |
Statements
Dynamic mean-variance problem for defined contribution pension fund under inflation (English)
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21 March 2022
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Poisson process
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defined contribution pension plan
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stochastic optimal control
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mean-variance problem
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HJB equation
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0.9152969121932985
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0.9137133359909058
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0.878257691860199
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0.8779550194740295
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0.8728080987930298
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