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Optimal investment problem for a hybrid pension with intergenerational risk-sharing and longevity trend under model uncertainty
Communications in Statistics - Theory and Methods ( IF 0.8 ) Pub Date : 2024-02-22 , DOI: 10.1080/03610926.2024.2315295
Ke Fu 1 , Ximin Rong 1, 2 , Hui Zhao 1
Affiliation  

This paper studies the optimal investment problem for a hybrid pension plan under model uncertainty, where both the contribution and the benefit are adjusted depending on the performance of the pla...

中文翻译:

模型不确定性下具有代际风险分担和长寿趋势的混合养老金最优投资问题

本文研究了模型不确定性下混合养老金计划的最优投资问题,其中缴款和收益均根据计划的绩效进行调整。
更新日期:2024-02-23
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