Peiqi Wang

Tianjin University

92, Weijin Road

Nankai District

Tianjin, 300072

China

SCHOLARLY PAPERS

2

DOWNLOADS

142

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Time-Consistent Investment and Contribution Adjustment Strategies for a Multi-Cohorts Db Pension Plan Under Smooth Ambiguity Utility

Number of pages: 26 Posted: 22 Feb 2022
Ximin Rong, Peiqi Wang, Suxin Wang and Hui Zhao
Tianjin University, Tianjin University, Tianjin University of Finance and Economics and Tianjin University
Downloads 84 (638,120)

Abstract:

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DB pension plan, Multi-cohorts structure, Smooth ambiguity utility, Time-consistent strategy, Equilibrium control law

2.

Time-Consistent Investment and Benefit Adjustment Strategies for a Collective Dc Pension Plan with Stochastic Salary Under Smooth Ambiguity Utility

Number of pages: 26 Posted: 08 Feb 2023
Hui Zhao, Suxin Wang, Peiqi Wang and Ximin Rong
Tianjin University, Tianjin University of Finance and Economics, Tianjin University and Tianjin University
Downloads 58 (779,631)

Abstract:

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Collective DC pension plan, Multi-cohorts structure, Smooth ambiguity utility, Time-consistent strategy, Equilibrium control law