Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
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Publication:495509
DOI10.1016/j.insmatheco.2015.07.007zbMath1348.91262OpenAlexW940111555MaRDI QIDQ495509
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.07.007
mortality risktime-inconsistencydefined-contribution pension schemeequilibrium investment strategygeneralized mean-variance criterion
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