Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157)
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scientific article; zbMATH DE number 5645190
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| English | Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates |
scientific article; zbMATH DE number 5645190 |
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Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (English)
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10 December 2009
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pension funds
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stochastic control
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optimal portfolio
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stochastic interest rate
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0.8870105147361755
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0.8583153486251831
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0.8526084423065186
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0.8444161415100098
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0.8378914594650269
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