Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667)
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scientific article; zbMATH DE number 6196783
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| English | Funding and investment decisions in a stochastic defined benefit pension plan with regime switching |
scientific article; zbMATH DE number 6196783 |
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Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (English)
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8 August 2013
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regime switching
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pension
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defined benefit
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portfolio selection
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Hamilton-Jacobi-Bellman equation
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0.9333201
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0.93200207
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0.92521083
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0.9193812
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0.9104836
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0.9073661
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0.8986139
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0.89825314
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