Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo

DOI10.1080/07362990601052243zbMath1163.91019OpenAlexW2084945905MaRDI QIDQ3423704

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Publication date: 15 February 2007

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990601052243

zbMATH Keywords

stochastic controlpension fund

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Optimal stochastic control (93E20)

Related Items

THE ANALYTIC APPROACH FOR THE STOCHASTIC PROJECTION OF THE PUBLIC PENSION FUND ⋮ Dynamical memory control based on projection technique for online regression ⋮ Equilibrium strategies in a defined benefit pension plan game ⋮ Stochastic Control System for Mortality Benefits ⋮ Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance

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