Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts
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Publication:2321527
DOI10.1155/2014/862694zbMath1422.91375OpenAlexW2025726797WikidataQ59038227 ScholiaQ59038227MaRDI QIDQ2321527
Publication date: 23 August 2019
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/862694
Related Items (4)
Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model ⋮ Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause ⋮ Determining equivalent administrative charges for defined contribution pension plans under CEV model ⋮ Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses
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