Stochastic pension fund control in the presence of Poisson jumps (Q995505)
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scientific article; zbMATH DE number 5186581
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic pension fund control in the presence of Poisson jumps |
scientific article; zbMATH DE number 5186581 |
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Stochastic pension fund control in the presence of Poisson jumps (English)
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3 September 2007
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defined-benefit pension funds
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jump-diffusion
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optimal asset allocation
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0.9230183362960817
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0.860994279384613
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0.8356480002403259
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0.8186895847320557
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0.8053271770477295
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