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Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework - MaRDI portal

Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477)

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scientific article; zbMATH DE number 6306779
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English
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework
scientific article; zbMATH DE number 6306779

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    Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (English)
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    23 June 2014
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    asset allocation
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    defined contribution pension fund
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    multi-period mean-variance
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    stochastic income
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    mortality risk
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