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Q5129474 - MaRDI portal

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scientific article; zbMATH DE number 7266470
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scientific article; zbMATH DE number 7266470

    Statements

    author
    Xiaoyi Zhang
    0 references
    publication date
    27 October 2020
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    zbMATH Keywords
    longevity risk
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    longevity bond
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    DC pension plan
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    stochastic optimal control
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    HJB equation
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    Identifiers

    zbMATH DE Number
    7266470
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