Optimal asset allocation for a DC plan with partial information under inflation and mortality risks

DOI10.1080/03610926.2019.1657458OpenAlexW2973224789MaRDI QIDQ5078506

Calisto Guambe, Rodwell Kufakunesu, A. J. van Zyl, Conrad Beyers

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.06337

zbMATH Keywords

maximum principlestochastic incomeDC pension planmortality risksinflation risks

Mathematics Subject Classification ID

Statistics (62-XX) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Portfolio theory (91G10)

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