The dynamics of pension funds in a stochastic environment
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Publication:4034589
DOI10.1080/03461238.1991.10413886zbMath0778.62095OpenAlexW2095757101MaRDI QIDQ4034589
Laura Granata, Raimondo Manca, Rodolfo De Dominicis
Publication date: 16 May 1993
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1991.10413886
Markov chainseniorityfixed time periodmanagement of pension fundsdiscrete-time nonhomogeneous semi-Markov reward process
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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