Time-consistent pension policy with minimum guarantee and sustainability constraint (Q6543811)

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scientific article; zbMATH DE number 7853538
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English
Time-consistent pension policy with minimum guarantee and sustainability constraint
scientific article; zbMATH DE number 7853538

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    Time-consistent pension policy with minimum guarantee and sustainability constraint (English)
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    25 May 2024
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    consistent dynamic utility
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    PAYG pension policy
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    sustainability and actuarial fairness
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    demographic and financial risk sharing
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    stochastic control
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