Open AccessMean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework
Author(s) -
Qian Zhao,
Yang Shen,
Jiaqin Wei
Publication year - 2020
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2020015
Subject(s) - solvency , vasicek model , variance (accounting) , pension , actuarial science , economics , econometrics , present value , terminal (telecommunication) , investment (military) , computer science , interest rate , finance , telecommunications , accounting , politics , market liquidity , political science , law
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