Time-consistent pension policy with minimum guarantee and sustainability constraint

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hillairet, Caroline, Kaakai, Sarah, Mrad, Mohamed
Format:	Preprint
Published:	2022
Subjects:	Mathematical Finance Probability 93E20 (Primary), 91B70 (Secondary), 91B16 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2207.01536