Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses
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Publication:2043194
DOI10.1016/j.cam.2021.113694zbMath1469.91046OpenAlexW3172847012MaRDI QIDQ2043194
Shican Liu, Chong Lai, Yong-Hong Wu
Publication date: 29 July 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2021.113694
Related Items (2)
Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity ⋮ Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
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