Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952)
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scientific article; zbMATH DE number 6802827
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| English | Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies |
scientific article; zbMATH DE number 6802827 |
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Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (English)
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3 November 2017
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optimal pension fund
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inflation environment
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consumption
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jump risks
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income risk
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0.8028852939605713
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0.7952460050582886
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0.7945709824562073
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0.7937306761741638
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0.7925866842269897
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