Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461): Difference between revisions

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Latest revision as of 17:58, 10 July 2024

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Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
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    Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (English)
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    14 September 2015
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    assets liabilities management (ALM)
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    optimal dynamic asset allocation
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    mortality risk
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    salary risk
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    incomplete market
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    stochastic dynamic programming
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    martingale method
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