A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580): Difference between revisions

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Revision as of 16:04, 1 August 2024

scientific article; zbMATH DE number 7709916
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English
A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
scientific article; zbMATH DE number 7709916

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    A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (English)
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    11 July 2023
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    finance
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    pension funds management
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    stochastic differential game
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    Poisson jumps
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    Markov perfect Nash equilibria
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