Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan (Q6157439)
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scientific article; zbMATH DE number 7684714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan |
scientific article; zbMATH DE number 7684714 |
Statements
Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan (English)
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11 May 2023
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collective defined contribution pension plan
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intergenerational risk sharing
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stochastic interest rate
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stochastic dynamic programming
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portfolio management
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