Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion
type: Item
instance of: scholarly article
title: Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion
zbMATH Open document ID: 1476.90163
author: Zhiping Chen
author: Peng Yang
author: Li Yuan Wang
published in: Journal of Industrial and Management Optimization
publication date: 2021-09-10T00:00:00Z
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91A10
zbMATH DE Number: 7394138
zbMATH Keywords: DC pension plan
zbMATH Keywords: state-dependent risk aversion
zbMATH Keywords: robust equilibrium control-measure policy
zbMATH Keywords: extended HJBI equation
MaRDI profile type: Publication
full work available at URL: jimo.2020018
OpenAlex ID: W3000435172
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DOI: 10.3934/JIMO.2020018
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description: scientific article; zbMATH DE number 7394138