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Article


Title

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

Authors

[ 1 ] Instytut Logistyki, Wydział Inżynierii Zarządzania, Politechnika Poznańska | [ 2 ] Instytut Inżynierii Bezpieczeństwa i Jakości, Wydział Inżynierii Zarządzania, Politechnika Poznańska | [ P ] employee

Scientific discipline (Law 2.0)

[5.6] Management and quality studies

Year of publication

2022

Published in

European Journal of Operational Research

Journal year: 2022 | Journal volume: in press

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

DOI

10.1016/j.ejor.2021.08.038

URL

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

Points of MNiSW / journal

140.0

Impact Factor

5.334 [List 2020]