scientific article; zbMATH DE number 4174200
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Publication:3198771
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- A combined stochastic programming and optimal control approach to personal finance and pensions
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- Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo
- Stochastic control of funding systems.
- A two-parameter family of pension contribution functions and stochastic optimization
- Dynamic approaches to pension funding
- Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
- Quadratic Optimization of Life and Pension Insurance Payments
- Controlling a demographic wave in defined contribution pension systems
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