Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process |
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Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (English)
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7 July 2022
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DC pension plan
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inflation
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Poisson process
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stochastic optimal control
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dynamic programming approach
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HJB equation
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