Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk

Peiqi Wang 0005, Ximin Rong, Hui Zhao, Suxin Wang. Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk. J. Computational Applied Mathematics, 391:113382, 2021. [doi]

Authors

Peiqi Wang 0005

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Ximin Rong

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Hui Zhao

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Suxin Wang

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