Stochastic optimal control of annuity contracts. (Q1423354): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pension schemes as options on pension fund assets: implications for pension fund management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3773148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal asset allocation in life annuities: a note. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment strategies in a CIR framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic approaches to pension funding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment strategy for defined contribution pension schemes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio and background risk: an exact and an approximated solution. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank

Latest revision as of 14:59, 6 June 2024

scientific article
Language Label Description Also known as
English
Stochastic optimal control of annuity contracts.
scientific article

    Statements

    Stochastic optimal control of annuity contracts. (English)
    0 references
    14 February 2004
    0 references
    0 references
    0 references
    0 references
    0 references
    asset allocation
    0 references
    optimal control
    0 references
    asset and liability management
    0 references