A pension fund in the accumulation phase: a stochastic control approach (Q3534747)
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scientific article; zbMATH DE number 5361725
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| English | A pension fund in the accumulation phase: a stochastic control approach |
scientific article; zbMATH DE number 5361725 |
Statements
4 November 2008
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defined contribution pension fund
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stochastic optimal control
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dynamic programming
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Hamilton--Jacobi--Bellman equations
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viscosity solutions
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0.9121990203857422
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0.8275952339172363
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0.817460298538208
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0.8142313361167908
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