Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary (Q2483951): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2004.10.006
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+Q3795523
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+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
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+Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
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+Contribution and solvency risk in a defined benefit pension scheme
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+Dynamic approaches to pension funding
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+Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information
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+Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
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+Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans
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+Q3997807
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+Q3221798
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+Publication:2483951