Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework
From MaRDI portal
Publication:2015477
DOI10.1016/j.insmatheco.2013.10.016zbMath1291.91200OpenAlexW1994409048MaRDI QIDQ2015477
Haixiang Yao, Yongzeng Lai, Minjie Jian, Qing-Hua Ma
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.10.016
mortality riskstochastic incomeasset allocationdefined contribution pension fundmulti-period mean-variance
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