Optimal investment strategy for a DC pension fund plan in a finite horizon time : an optimal stochastic control approach
Year of publication: |
2022
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Authors: | Vahabi, Saman ; Najafabadi, Amir T. Payandeh |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 16.2022, 2, p. 367-383
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Subject: | Finite/Infinite activity Lévy processes | Optimal strategy | Pension fund | Pension plans | Pensionskasse | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Altersvorsorge | Retirement provision |
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