OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563)

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scientific article; zbMATH DE number 7241929
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OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE
scientific article; zbMATH DE number 7241929

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    OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (English)
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    31 August 2020
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    DC pension plans
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    decumulation
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    optimal control
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    HJB equation
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    annually recalculated virtual annuity
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