A stochastic-dynamic approach to pension funding (Q1072322): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q4404205 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Notes on the dynamics of pension funding / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal Discounted Stochastic Control for Diffusion Processes / rank | |||
Normal rank | |||
Latest revision as of 12:16, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic-dynamic approach to pension funding |
scientific article |
Statements
A stochastic-dynamic approach to pension funding (English)
0 references
1986
0 references
A stochastic-dynamic pension fund model is introduced via a stochastic differential equation in the variable, \(X_ t\), representing the fund ratio. The process \(X_ t\) is analyzed by Lyapunov type methods and also the first and second moments of the process are computed. The advantages of these two methods of analysis are discussed.
0 references
stochastic-dynamic pension fund model
0 references
fund ratio
0 references
Lyapunov type methods
0 references
first and second moments
0 references
