考虑通货膨胀和多个风险资产的 DC 型养老金的最优策略：市场完备化框架（英）

DOI10.3969/J.ISSN.1005-3085.2019.05.007zbMATH Open1449.91110OpenAlexW3093336027MaRDI QIDQ3306331FDOQ3306331

Li Yuan Wang, Zhiping Chen, Zongxin Li

Publication date: 12 August 2020

Full work available at URL: http://jgsx-csiam.org.cn/CN/abstract/abstract48.shtml

zbMATH Keywords

HJB equationinflation riskstochastic dynamic programmingDC pension planmarket completion

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Dynamic programming (90C39)

Cited In (1)

• Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework

This page was built for publication: 考虑通货膨胀和多个风险资产的 DC 型养老金的最优策略：市场完备化框架（英）

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3306331)