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Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee

Mei-Ling Tang, Son-Nan Chen, Gene C. Lai, Ting-Pin Wu

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Source: Crossref

Published: Jan 1, 2018

DOI: 10.1016/j.insmatheco.2017.11.004

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Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee — Mathematical Frontier Network