Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (Q5391298): Difference between revisions

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Latest revision as of 23:21, 3 July 2024

scientific article; zbMATH DE number 5875042
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English
Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities
scientific article; zbMATH DE number 5875042

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    Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (English)
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    6 April 2011
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    pension funding problem
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    regime switching
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    geometric Brownian motion assets and liabilities
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    optimal dividend problem
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