Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility |
scientific article |
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Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (English)
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20 May 2022
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dynamic programming
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target benefit pension plan
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Cobb-Douglas utility
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optimal investment
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stochastic differential utility
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