Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:19, 5 March 2024
scientific article; zbMATH DE number 7340237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes |
scientific article; zbMATH DE number 7340237 |
Statements
Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (English)
0 references
27 April 2021
0 references
compound Poisson process
0 references
defined contribution pension plan
0 references
stochastic optimal control
0 references
dynamic programming approach
0 references
Hamilton-Jacobi-Bellman equation
0 references
