Robust two-player differential investment game of defined contribution pension plans under multiple risks
Yumo Zhang, Peter Pommergård Lind and Hanqing Xiang
| Year of publication: |
2025
|
|---|---|
| Authors: | Zhang, Yumo ; Lind, Peter Pommergård ; Xiang, Hanqing |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2025.2025, 2, p. 168-212
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| Subject: | backward stochastic differential equation | Defined contribution pension plan | model ambiguity | multiple risks | stochastic differential game | Pensionskasse | Pension fund | Stochastischer Prozess | Stochastic process | Betriebliche Altersversorgung | Occupational pension plan | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Spieltheorie | Game theory | Altersvorsorge | Retirement provision | Stochastisches Spiel | Stochastic game | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2024.2401399 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534470