Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies |
scientific article |
Statements
Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (English)
0 references
3 November 2017
0 references
optimal pension fund
0 references
inflation environment
0 references
consumption
0 references
jump risks
0 references
income risk
0 references
0 references
0 references
0 references
0 references