Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo (Q3423704): Difference between revisions

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+https://doi.org/10.1080/07362990601052243
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+W2084945905
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@@ Property / cites work @@
+Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
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+Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
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+Optimal risk management in defined benefit stochastic pension funds
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+Stochastic control of funding systems.
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+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
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+Pension funding incorporating downside risks.
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+Optimal pension management in a stochastic framework.
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+Dynamic approaches to pension funding
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