Stochastic pension fund control in the presence of Poisson jumps (Q995505)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic pension fund control in the presence of Poisson jumps |
scientific article |
Statements
Stochastic pension fund control in the presence of Poisson jumps (English)
0 references
3 September 2007
0 references
defined-benefit pension funds
0 references
jump-diffusion
0 references
optimal asset allocation
0 references
0 references
0 references
