Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model

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	Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
	Sun, JY; Li, ZF; Zeng, Y
刊名	INSURANCE MATHEMATICS & ECONOMICS
	2016-03
卷号	67 页码:158-172
关键词	Defined contribution pension plan Precommitment strategy Equilibrium strategy Mean-variance criterion Jump-diffusion process
ISSN号	0167-6687
通讯作者	Li, ZF (reprint author), Sun Yat Sen Univ, Sun Yat Sen Business Sch, Guangzhou 510275, Guangdong, Peoples R China.
学科主题	Business & Economics; Mathematics; Mathematical Methods In Social Sciences
出版地	AMSTERDAM
语种	英语
WOS记录号	WOS:000372942900015
内容类型	期刊论文
源URL	[http://ir.lzu.edu.cn/handle/262010/180792]
专题	数学与统计学院_期刊论文
推荐引用方式 GB/T 7714	Sun, JY,Li, ZF,Zeng, Y. Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model[J]. INSURANCE MATHEMATICS & ECONOMICS,2016,67:158-172.
APA	Sun, JY,Li, ZF,&Zeng, Y.(2016).Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model.INSURANCE MATHEMATICS & ECONOMICS,67,158-172.
MLA	Sun, JY,et al."Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model".INSURANCE MATHEMATICS & ECONOMICS 67(2016):158-172.