Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
type: Item
instance of: scholarly article
title: Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
zbMATH Open document ID: 1427.91245
author: Suxin Wang
author: Yi Lu
published in: Insurance Mathematics \& Economics
publication date: 2019-11-28T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7138027
zbMATH Keywords: hybrid pension plan
zbMATH Keywords: intergenerational risk sharing
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: optimal investment
zbMATH Keywords: loss function
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2019.09.005
OpenAlex ID: W2976244068
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Wikidata QID: Q127217043
DOI: 10.1016/J.INSMATHECO.2019.09.005
description: scientific article; zbMATH DE number 7138027