Funding and investment decisions in a stochastic defined benefit pension plan with regime switching

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Publication:2393667


DOI10.1007/s10986-013-9201-0zbMath1271.90102MaRDI QIDQ2393667

Zhifeng Hao, Shu-Min Chen

Publication date: 8 August 2013

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-013-9201-0


49L20: Dynamic programming in optimal control and differential games

90C39: Dynamic programming


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