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https://doi.org/https://doi.org/10.1080/03610926.2026.2633298
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@article{hao2026,
title = {{Robust optimal investment and benefit adjustment strategy for target benefit pension plan with ambiguity in stochastic environments}},
author = {Hao Chang et al.},
journal = {Communications in Statistics: Theory and Methods},
year = {2026},
doi = {https://doi.org/https://doi.org/10.1080/03610926.2026.2633298},
}TY - JOUR
TI - Robust optimal investment and benefit adjustment strategy for target benefit pension plan with ambiguity in stochastic environments
AU - al., Hao Chang et
JO - Communications in Statistics: Theory and Methods
PY - 2026
ER -
Hao Chang et al. (2026). Robust optimal investment and benefit adjustment strategy for target benefit pension plan with ambiguity in stochastic environments. *Communications in Statistics: Theory and Methods*. https://doi.org/https://doi.org/10.1080/03610926.2026.2633298
Hao Chang et al.. "Robust optimal investment and benefit adjustment strategy for target benefit pension plan with ambiguity in stochastic environments." *Communications in Statistics: Theory and Methods* (2026). https://doi.org/https://doi.org/10.1080/03610926.2026.2633298.
Robust optimal investment and benefit adjustment strategy for target benefit pension plan with ambiguity in stochastic environments
Hao Chang et al. · Communications in Statistics: Theory and Methods · 2026
https://doi.org/https://doi.org/10.1080/03610926.2026.2633298
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