Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion |
scientific article; zbMATH DE number 7394138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion |
scientific article; zbMATH DE number 7394138 |
Statements
Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (English)
0 references
10 September 2021
0 references
DC pension plan
0 references
state-dependent risk aversion
0 references
robust equilibrium control-measure policy
0 references
extended HJBI equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9186164
0 references
0.9089723
0 references
0.8948875
0 references
0.8839878
0 references
0.8831673
0 references
0.8742997
0 references
0.8740717
0 references
0 references
0.86830205
0 references
