违约风险下目标收益型养老金计划的α-鲁棒最优投资策略

石媛,赵永霞

α-Robust Optimal Investment Strategy for Target Benefit Pension Plans Under Default Risk

Yuan Shi,Yongxia Zhao

图 (i) $ \zeta $和$ 1/\Delta $对$ f^*(0) $的影响