The Optimal Strategy to Research Pension Funds in China Based on the Loss Function Cover

The Optimal Strategy to Research Pension Funds in China Based on the Loss Function

Data Science Journal

Volume 6 (2007): Issue 0

By: Jian-wei Gao, Hong-zhen Guo and Yan-cheng Ye

Open Access

|Oct 2007

Authors

Jian-wei Gao

gaojianwei111@sina.com

School of Business Administration, North China Electric Power University, Beijing, 102206, China

Hong-zhen Guo

HZGuo00@tom.com

School of Business Administration, North China Electric Power University, Beijing, 102206, China

Yan-cheng Ye

yeyancheng82@gscas.ac.cn

College of Mathematical Sciences, Graduate School of the Chinese Academy of Sciences, Beijing, 100049, China

DOI: https://doi.org/10.2481/dsj.6.S603 | Journal eISSN: 1683-1470

Journal RSS Feed

Language: English

Published on: Oct 5, 2007

Published by: Ubiquity Press

In partnership with: Paradigm Publishing Services

Publication frequency: 1 issue per year

Keywords:

Actuarial present value,

Fund growth strategy,

Investment strategy,

Stochastic optimal control,

Hamilton-Jacobi-Bellman equation

© 2007 Jian-wei Gao, Hong-zhen Guo, Yan-cheng Ye, published by Ubiquity Press
This work is licensed under the Creative Commons Attribution 4.0 License.

Previous article Volume 6 (2007): Issue 0 Next article