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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Optimal investment and benefit payment strategy under loss aversion for target benefit pension plansSuxin Wang, Ximin Rong, Hui Zhao. amc, 346:205-218, 2019. [doi] Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utilityHui Zhao, Suxin Wang. eor, 301(3):1166-1180, 2022. [doi]
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