Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583)
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scientific article; zbMATH DE number 7340237
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| English | Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes |
scientific article; zbMATH DE number 7340237 |
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Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (English)
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27 April 2021
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compound Poisson process
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defined contribution pension plan
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stochastic optimal control
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dynamic programming approach
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Hamilton-Jacobi-Bellman equation
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0.9100544
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0.90877104
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0.90814304
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0.90186334
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0.9013635
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0.8993522
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