Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
From MaRDI portal
Publication:2015630
DOI10.1016/j.insmatheco.2013.09.002zbMath1290.91147MaRDI QIDQ2015630
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.2013.09.002
optimal asset allocation; DC pension plan; Markovian time inconsistent stochastic control; mean-variance stochastic control; return of premiums clauses
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