Pension funds with a minimum guarantee: a stochastic control approach (Q483716): Difference between revisions
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Revision as of 21:15, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pension funds with a minimum guarantee: a stochastic control approach |
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Pension funds with a minimum guarantee: a stochastic control approach (English)
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17 December 2014
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defined contribution pension fund
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minimum guarantee
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stochastic optimal control
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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