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Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk.
Iqbal Owadally
Chul Jang
Andrew Clare
Published in:
Eur. J. Oper. Res. (2021)
Keyphrases
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risk neutral
decision making
dynamic programming
risk aversion
conditional expectation
investment strategies
optimal portfolio
risk averse
plan generation
risk factors
risk management
portfolio management
optimal plans
consistency constraints
high risk
optimal control
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