Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205)
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scientific article; zbMATH DE number 7939110
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| English | Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility |
scientific article; zbMATH DE number 7939110 |
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Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (English)
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5 November 2024
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defined contribution pension plan
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jump diffusion model
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S-shaped utility
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dual control
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concavification
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martingale method
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