Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
Year of publication: |
2022
|
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Authors: | Baltas, I. ; Dopierała, Łukasz ; Kołodziejczyk, Krzysztof ; Szczepański, Marek S. ; Weber, G. -W. ; Yannacopoulos, Athanasios N. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 298.2022, 3 (1.5.), p. 1162-1174
|
Subject: | Dynamic programming | Gompertz law of mortality | Inflation risk | Pension funds management | Robust control | Sterblichkeit | Mortality | Pensionskasse | Pension fund | Inflation | Portfolio-Management | Portfolio selection |
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