Time-consistent pension policy with minimum guarantee and sustainability constraint

DOI10.3934/puqr.2024003zbMath1537.91252MaRDI QIDQ6543811

Sarah Kaakaï, Caroline Hillairet, Mohamed Mrad

Publication date: 25 May 2024

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

zbMATH Keywords

stochastic controlconsistent dynamic utilitydemographic and financial risk sharingPAYG pension policysustainability and actuarial fairness

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Utility theory (91B16) Optimal stochastic control (93E20) Actuarial mathematics (91G05)

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