Optimal investment strategy for a DC pension fund plan in a finite horizon time : an optimal stochastic control approach
Saman Vahabi and Amir T. Payandeh Najafabadi
| 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 | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory | Altersvorsorge | Retirement provision | Betriebliche Altersversorgung | Occupational pension plan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499521000270 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342158