He, L., Z. Liang——Optimal Assets Allocation and Benefit Outgo Politics of DC Pension Plan with Compulsory Conversion Claims
时间：2015-10-21
Study optimal asset allocation and benefit outgo policies of DC pension plan.61Derive closed-forms of the optimal policies under a new criterion.61The continuous-time risk model associated with the problem is initially introduced.61Economic behaviors of the optimal policies are analyzed by MCM.