Optimal asset allocation for DC pension plans under inflation
From MaRDI portal
Publication:2444718
DOI10.1016/j.insmatheco.2012.03.003zbMath1284.91520OpenAlexW2022593559MaRDI QIDQ2444718
Publication date: 10 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.03.003
stochastic dynamic programmingdefined-contribution pension planinflation riskminimum guaranteeinflation-indexed bond
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