\(\alpha\)-robust optimal investment strategy for target benefit pension plans under default risk (Q6155225)
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scientific article; zbMATH DE number 7694532
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| English | \(\alpha\)-robust optimal investment strategy for target benefit pension plans under default risk |
scientific article; zbMATH DE number 7694532 |
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12 June 2023
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target benefit plan
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\(\alpha\)-robust
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intergenerational risk sharing
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default risk
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return of premiums
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0.9336661100387572
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0.8398820757865906
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0.8102781772613525
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