Stochastic Control System for Mortality Benefits (Q3611812)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control System for Mortality Benefits |
scientific article |
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Stochastic Control System for Mortality Benefits (English)
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3 March 2009
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Carleman-type integral equation
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fractional Brownian motion (fBm)
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pension fund
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stochastic linear quadratic optimal control
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