Optimal investment-consumption problem : post-retirement with minimum guarantee
Hassan Dadashi
Year of publication: |
2020
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Authors: | Dadashi, Hassan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 94.2020, p. 160-181
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Subject: | Defined contribution plan | Decumulation phase | Final annuity guarantee | HJB equation | Policy iteration method | Theorie | Theory | Private Altersvorsorge | Private retirement provision | Betriebliche Altersversorgung | Occupational pension plan |
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