Optimal pension fund management under risk and uncertainty: the case study of Poland

DOI10.1007/978-3-030-78163-7_3MaRDI QIDQ2089448zbMATH OpenOpenAlexFDO

Authors M. Szczepanski, L. Dopierala, Krzysztof Kołodziejczyk, Gerhard-Wilhelm Weber, Athanasios Yannacopoulos, Ioannis D. Baltas

Publication date 22 October 2022

Full work available at URL https://doi.org/10.1007/978-3-030-78163-7_3

zbMATH Keywords

stochastic optimal controloptimal portfoliostochastic gamesdefined contributionpension reformpublic and occupational pension schemes in Poland

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Portfolio theory (91G10) Optimal stochastic control (93E20)

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Cited in

(1)

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