Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments
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Publication:6593190
DOI10.3934/jimo.2024056MaRDI QIDQ6593190
Wei Liu, Meixin Li, Saiya Yang, Hu, Yijun
Publication date: 26 August 2024
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
optimal investmentsmooth ambiguitylongevity bondoptimal benefit adjustment strategytarget benefit pension
Cites Work
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