Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667): Difference between revisions

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Latest revision as of 17:31, 6 July 2024

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Funding and investment decisions in a stochastic defined benefit pension plan with regime switching
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    Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (English)
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    8 August 2013
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    regime switching
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    pension
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    defined benefit
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    portfolio selection
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    Hamilton-Jacobi-Bellman equation
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