Dynamic Mean-variance DC Pension Planning with a Minimum Guarantee under Stochastic Interest Rate and Inflation Environments

Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085 CN 61-1269/O1

Dynamic Mean-variance DC Pension Planning with a Minimum Guarantee under Stochastic Interest Rate and Inflation Environments

KOU Mengke, CHANG Hao

Chinese Journal of Engineering Mathematics . 2025, (1): 97 -113 .