Optimal surplus, minimum pension benefits and consumption plans in a mean-variance portfolio approach for a defined contribution pension scheme (Q2801063)

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scientific article; zbMATH DE number 6570577
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Optimal surplus, minimum pension benefits and consumption plans in a mean-variance portfolio approach for a defined contribution pension scheme
scientific article; zbMATH DE number 6570577

    Statements

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    19 April 2016
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    pension scheme
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    mean-variance
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    stochastic funding
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    defined contribution
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    efficient frontier
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    surplus
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    minimum pension benefits
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    optimal consumption
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    Optimal surplus, minimum pension benefits and consumption plans in a mean-variance portfolio approach for a defined contribution pension scheme (English)
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