Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans (Q2008410)
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scientific article; zbMATH DE number 7136456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans |
scientific article; zbMATH DE number 7136456 |
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Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans (English)
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25 November 2019
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TBP
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loss aversion
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intergenerational risk sharing
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optimal investment strategy
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pension benefit constraints
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martingale method
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