A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453)
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scientific article; zbMATH DE number 7702191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A defined benefit pension plan model with stochastic salary and heterogeneous discounting |
scientific article; zbMATH DE number 7702191 |
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A defined benefit pension plan model with stochastic salary and heterogeneous discounting (English)
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26 June 2023
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pension funding
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defined benefit
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heterogeneous discount
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time-consistent portfolio
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dynamic programming
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