Deep neural network for optimal retirement consumption in defined contribution pension system
[Réseau de neurones profond pour consommation à la retraite optimale en système de retraite à cotisations définies]
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More about this item
Keywords
decumulation; retirement income; deep learning; stochastic control; economic scenario generator; defined-contribution pension; optimal consumption;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2020-08-17 (Economics of Ageing)
- NEP-CMP-2020-08-17 (Computational Economics)
- NEP-UPT-2020-08-17 (Utility Models and Prospect Theory)
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