most citedOptimal investment problem for a hybrid pension with intergenerational risk-sharing and longevity trend under model uncertainty

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

math.OC2023★ 2 cited

Optimal investment problem for a hybrid pension with intergenerational risk-sharing and longevity trend under model uncertainty

Ke Fu, Ximin Rong, Hui Zhao

This paper studies the optimal investment problem for a hybrid pension plan under model uncertainty, where both the contribution and the benefit are adjusted depending on the perfo…