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Robust strategies for target benefit pension plans under default risk
Robust strategies for target benefit pension plans under default risk This poster describes the optimal investment and benefit payment problem for a target benefit pension with default risk and ...- Authors: Suxin Wang, Ximin Rong , Hui Zhao
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement