Optimal Management of DC Pension Plan with InflationRisk and Tail VaR Constraint

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Hui Mi, Zuo Quan Xu, Dongfang Yang
DOI: 10.2139/ssrn.6042566
Cited by: 0
References: 20

Fields of Study & Subjects

Insurance Mortality Demography Risk Management Risk and Portfolio Optimization Stochastic processes and financial applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint