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"Robust optimal investment and benefit payment adjustment strategy for ..."

Peiqi Wang et al. (2021)

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DOI: 10.1016/J.CAM.2021.113382

access: closed

type: Journal Article

metadata version: 2021-03-12

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Peiqi Wang, Ximin Rong, Hui Zhao, Suxin Wang:
Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk. J. Comput. Appl. Math. 391: 113382 (2021)

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