Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance

DOI10.1080/03610926.2021.1952265OpenAlexW3187035708MaRDI QIDQ6106195

Peng Yang, Zhiping Chen, Li-Yuan Wang

Publication date: 27 June 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1952265

zbMATH Keywords

DC pension planequilibrium behavioral strategyextended HJB equationsstate-dependent risk tolerance

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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