Pension funds with a minimum guarantee: a stochastic control approach (Q483716)
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scientific article; zbMATH DE number 6381318
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| English | Pension funds with a minimum guarantee: a stochastic control approach |
scientific article; zbMATH DE number 6381318 |
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Pension funds with a minimum guarantee: a stochastic control approach (English)
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17 December 2014
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defined contribution pension fund
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minimum guarantee
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stochastic optimal control
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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0.9121990203857422
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0.8715305924415588
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0.8451722860336304
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0.8380752801895142
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0.827118456363678
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