Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance (Q6106195)
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scientific article; zbMATH DE number 7702509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance |
scientific article; zbMATH DE number 7702509 |
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Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance (English)
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27 June 2023
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DC pension plan
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state-dependent risk tolerance
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extended HJB equations
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equilibrium behavioral strategy
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