Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (Q1641132)
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scientific article; zbMATH DE number 6889942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategies and intergenerational risk sharing for target benefit pension plans |
scientific article; zbMATH DE number 6889942 |
Statements
Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (English)
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15 June 2018
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target benefit plan
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intergenerational risk sharing
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Hamilton-Jacobi-Bellman equation
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stochastic optimal control
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optimal investment
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