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Article

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Title

Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty

Authors

[ 1 ] Politechnika Poznańska | [ 2 ] Instytut Logistyki, Wydział Inżynierii Zarządzania, Politechnika Poznańska | [ 3 ] Instytut Inżynierii Bezpieczeństwa i Jakości, Wydział Inżynierii Zarządzania, Politechnika Poznańska | [ DW ] applied doctorate phd student | [ P ] employee

Scientific discipline (Law 2.0)

[6.6] Management and quality studies

Year of publication

2022

Published in

European Journal of Operational Research

Journal year: 2022 | Journal volume: vol. 298 | Journal number: iss. 3

Article type

scientific article

Publication language

english

Keywords
EN
  • Dynamic programming
  • Robust control
  • Pension funds management
  • Inflation risk
  • Gompertz law of mortality
Date of online publication

27.08.2021

Pages (from - to)

1162 - 1174

DOI

10.1016/j.ejor.2021.08.038

URL

https://www.sciencedirect.com/science/article/abs/pii/S037722172100730X#!

Ministry points / journal

140

Impact Factor

6,4

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