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]

@article{WangRZW21,
  title = {Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk},
  author = {Peiqi Wang 0005 and Ximin Rong and Hui Zhao and Suxin Wang},
  year = {2021},
  doi = {10.1016/j.cam.2021.113382},
  url = {https://doi.org/10.1016/j.cam.2021.113382},
  researchr = {https://researchr.org/publication/WangRZW21},
  cites = {0},
  citedby = {0},
  journal = {J. Computational Applied Mathematics},
  volume = {391},
  pages = {113382},
}