Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338): Difference between revisions
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Revision as of 20:46, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance optimization problems for an accumulation phase in a defined benefit plan |
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Mean-variance optimization problems for an accumulation phase in a defined benefit plan (English)
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22 August 2008
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Lévy diffusion financial market
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stochastic mortality intensity process
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Hamilton-Jacobi-Bellman equation
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Feynman-Kac representation
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