Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework |
scientific article |
Statements
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (English)
0 references
28 January 2015
0 references
defined contribution pension plan
0 references
CRRA utility
0 references
stochastic dynamic programming
0 references
stochastic interest rate
0 references
stochastic volatility
0 references
stochastic contribution rate
0 references
minimum guarantee
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
