scientific article; zbMATH DE number 2054509
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Publication:4454958
zbMATH Open1062.91044MaRDI QIDQ4454958FDOQ4454958
Chenghsien Tsai, Shih-Chieh Chang, Chang-Ye Tu, Chia-Jung Tien
Publication date: 9 March 2004
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Dynamic programming (90C39) Optimal stochastic control (93E20)
Cited In (6)
- The Innovest Austrian Pension Fund Financial Planning Model InnoALM
- DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS
- Risk measurement and management of defined benefit pension schemes: a stochastic approach
- Optimal contributions in a defined benefit pension scheme with stochastic new entrants
- Mean-variance portfolio and contribution selection in stochastic pension funding
- Equilibrium strategies in a defined benefit pension plan game
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