Robust equilibrium strategies in a defined benefit pension plan game
Guohui Guan, Jiaqi Hu, Zongxia Liang
| Year of publication: |
2022
|
|---|---|
| Authors: | Guan, Guohui ; Hu, Jiaqi ; Liang, Zongxia |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 106.2022, p. 193-217
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| Subject: | Overfunded DB pension plan | Robust control | Stochastic differential game | Nash equilibrium | Stochastic dynamic programming | Betriebliche Altersversorgung | Occupational pension plan | Spieltheorie | Game theory | Dynamische Optimierung | Dynamic programming | Nash-Gleichgewicht | Stochastisches Spiel | Stochastic game | Stochastischer Prozess | Stochastic process | Pensionskasse | Pension fund | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380514