A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2023.04.014 / rank | |||
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Revision as of 08:52, 30 July 2024
scientific article; zbMATH DE number 7709916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A defined benefit pension plan game with Brownian and Poisson jumps uncertainty |
scientific article; zbMATH DE number 7709916 |
Statements
A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (English)
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11 July 2023
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finance
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pension funds management
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stochastic differential game
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Poisson jumps
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Markov perfect Nash equilibria
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