Target preference and optimal investment decision for occupational pension schemes

MaRDI QIDQ3611237zbMATH OpenFDO

Authors Lei Guo, Fangzheng Chen

Publication date 6 March 2009

zbMATH Keywords

occupational pensionoptimal investment decisiontarget preference

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic programming (90C15)

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• Optimal investment in defined contribution pension schemes with forward utility preferences
• Current developments in German pension schemes: what are the benefits of the new target pension?

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