Pension funds with a minimum guarantee: a stochastic control approach (Q483716): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q592873 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 00:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pension funds with a minimum guarantee: a stochastic control approach |
scientific article |
Statements
Pension funds with a minimum guarantee: a stochastic control approach (English)
0 references
17 December 2014
0 references
defined contribution pension fund
0 references
minimum guarantee
0 references
stochastic optimal control
0 references
dynamic programming
0 references
Hamilton-Jacobi-Bellman equation
0 references
viscosity solution
0 references
