Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577)
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scientific article; zbMATH DE number 7700251
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| English | Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching |
scientific article; zbMATH DE number 7700251 |
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Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (English)
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22 June 2023
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time-consistent strategy
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investment
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hidden Markov chain
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DC pension plan
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stochastic salary
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0.860996663570404
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0.8335636854171753
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0.8269277215003967
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0.8158050179481506
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