Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (Q5391298): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 02:25, 9 February 2024
scientific article; zbMATH DE number 5875042
Language | Label | Description | Also known as |
---|---|---|---|
English | Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities |
scientific article; zbMATH DE number 5875042 |
Statements
Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (English)
0 references
6 April 2011
0 references
pension funding problem
0 references
regime switching
0 references
geometric Brownian motion assets and liabilities
0 references
optimal dividend problem
0 references