Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
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Publication:506063
DOI10.1016/j.insmatheco.2016.10.007zbMath1394.91332OpenAlexW2538871299MaRDI QIDQ506063
Danping Li, Bo Yi, Hui Zhao, Xi-Min Rong
Publication date: 31 January 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.10.007
default riskmean-variance criteriontime-consistencyconstant elasticity of variance (CEV) modelDC pension plan
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