Pension funds with a minimum guarantee: a stochastic control approach (Q483716): Difference between revisions
From MaRDI portal
Latest revision as of 10:49, 9 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pension funds with a minimum guarantee: a stochastic control approach |
scientific article |
Statements
Pension funds with a minimum guarantee: a stochastic control approach (English)
0 references
17 December 2014
0 references
defined contribution pension fund
0 references
minimum guarantee
0 references
stochastic optimal control
0 references
dynamic programming
0 references
Hamilton-Jacobi-Bellman equation
0 references
viscosity solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references