scientific article; zbMATH DE number 4174200
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Publication:3198771
zbMATH Open0713.62106MaRDI QIDQ3198771FDOQ3198771
Authors: M. Vandebroek 
Publication date: 1990
Title of this publication is not available (Why is that?)
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- Optimal pension fund management under multi-period risk minimization
- A pension fund in the accumulation phase: a stochastic control approach
- Optimal Control of DC Pension Plan Management under Two Incentive Schemes
- A stochastic-dynamic approach to pension funding
Cited In (12)
- Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo
- Financing university education in Nigeria. A proposal for infrastructure replenishment in universities
- A combined stochastic programming and optimal control approach to personal finance and pensions
- Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model
- Stochastic control of funding systems.
- Über die Variation von Steuerungsgrößen in Rentenversicherungssystemen
- Dynamic approaches to pension funding
- A two-parameter family of pension contribution functions and stochastic optimization
- 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
- Pension funding incorporating downside risks.
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