Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386)
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scientific article; zbMATH DE number 7661008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model |
scientific article; zbMATH DE number 7661008 |
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Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (English)
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9 March 2023
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ambiguity aversion
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return of premiums clauses
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jump-diffusion model
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DC pension plans
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mean-variance criterion
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