Wang, Liyuan; Chen, Zhiping; Yang, Peng Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance. (English) Zbl 07702509 Commun. Stat., Theory Methods 52, No. 7, 2309-2337 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Peng, Xingchun; Zhou, Hao; Luo, Liuling Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching. (English) Zbl 1519.91220 J. Comput. Appl. Math. 425, Article ID 115058, 23 p. (2023). MSC: 91G05 62P05 62M05 × Cite Format Result Cite Review PDF Full Text: DOI