Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338)
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scientific article; zbMATH DE number 5315267
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| English | Mean-variance optimization problems for an accumulation phase in a defined benefit plan |
scientific article; zbMATH DE number 5315267 |
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Mean-variance optimization problems for an accumulation phase in a defined benefit plan (English)
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22 August 2008
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Lévy diffusion financial market
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stochastic mortality intensity process
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Hamilton-Jacobi-Bellman equation
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Feynman-Kac representation
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0.8543714880943298
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0.8040887713432312
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0.7890005707740784
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0.7820987105369568
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