| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076903 | Insurance: Mathematics and Economics | 2013 | 21 Pages |
Abstract
⺠We consider the problem of optimal asset allocation for ELA scheme of DC pension. ⺠We provide closed form solution by using stochastic dynamic programming. ⺠Economical analysis of optimal asset allocation strategy is given.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Lin He, Zongxia Liang,