Pension funds with a minimum guarantee: a stochastic control approach (Q483716): Difference between revisions

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+Optimal pension management in a stochastic framework.
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+Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Optimal investment strategies in the presence of a minimum guarantee.
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+Optimal design of the guarantee for defined contribution funds
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