RePEcOther
Target-Benefit Pension Optimization with Jumps
Provides closed-form rules for the best benefit payouts and investment choices for a target‑benefit pension fund facing continuous and jump risks to maximize expected utility.
Featured in No. 117 on 27 Oct 2025 · on release day
- Released
- 27 Oct 2025
- First featured
- No. 117 · 27 Oct 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- RePEc:eee:insuma:v:121:y:2025:i:c:p:100-110
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).