Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model |
scientific article; zbMATH DE number 6679032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model |
scientific article; zbMATH DE number 6679032 |
Statements
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (English)
0 references
31 January 2017
0 references
DC pension plan
0 references
default risk
0 references
constant elasticity of variance (CEV) model
0 references
mean-variance criterion
0 references
time-consistency
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9095083
0 references
0.9078944
0 references
0.9029427
0 references
0.9023278
0 references
0.90066254
0 references
0.9005982
0 references
0.89630866
0 references
0.8928169
0 references
