Stochastic pension fund control in the presence of Poisson jumps (Q995505): Difference between revisions
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Revision as of 21:28, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic pension fund control in the presence of Poisson jumps |
scientific article |
Statements
Stochastic pension fund control in the presence of Poisson jumps (English)
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3 September 2007
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defined-benefit pension funds
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jump-diffusion
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optimal asset allocation
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