Stochastic pension fund control in the presence of Poisson jumps (Q995505): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2006.05.002
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+W2018959111
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@@ Property / cites work @@
+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
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@@ Property / cites work @@
+Pension funding incorporating downside risks.
@@ Property / cites work: Pension funding incorporating downside risks. / rank @@
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@@ Property / cites work @@
+Minimization of risks in pension funding by means of contributions and portfolio selection.
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+Optimal risk management in defined benefit stochastic pension funds
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@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
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+Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans
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