Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894)
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scientific article; zbMATH DE number 7138027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan |
scientific article; zbMATH DE number 7138027 |
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Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (English)
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28 November 2019
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hybrid pension 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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loss function
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