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Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework
He, Lin
;
Liang, Zongxia
- In:
Insurance: Mathematics and Economics
53
(
2013
)
3
,
pp. 643-649
mean–variance
stochastic
control
into Markovian time inconsistent stochastic control, then establish a verification theorem …
Persistent link: https://www.econbiz.de/10011046641
Saved in:
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Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
He, Lin
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 643-649
Persistent link: https://www.econbiz.de/10010227913
Saved in:
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