Talk
Robust Optimal Strategy for an AAM of DC Pension Plans under Jump-Diffusion and with Time-Varying Ambiguity
Carlos Miguel Glória (Glória, C. M.); José Carlos Dias (Dias, J. C.); João Ruas (Ruas, J.);
Event Title
Scandinavian Actuarial Conference 2024
Year (definitive publication)
2024
Language
English
Country
Denmark
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Abstract
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Acknowledgements
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Keywords
Publication Identifiers
ci-pub-105155
Other Publication Details
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Other
Copenhagen
Conference
International
Oral Presentation