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Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility.

Hui ZhaoSuxin Wang
Published in: Eur. J. Oper. Res. (2022)
Keyphrases
  • cobb douglas
  • utility function
  • information services
  • risk aversion
  • cellular automata
  • expected utility