Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710)

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scientific article; zbMATH DE number 7761031
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Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity
scientific article; zbMATH DE number 7761031

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    Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (English)
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    3 November 2023
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    defined contribution pension plan
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    minimum guarantee
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    ambiguity aversion
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    robust time-consistent strategy
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    robust optimal control theory
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