THE ANALYTIC APPROACH FOR THE STOCHASTIC PROJECTION OF THE PUBLIC PENSION FUND
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Publication:5358111
DOI10.1017/S0269964816000504zbMath1414.91208OpenAlexW2561763806MaRDI QIDQ5358111
Sungchul Lee, Hyungsu Kim, Geonwoo Kim
Publication date: 19 September 2017
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964816000504
Numerical methods (including Monte Carlo methods) (91G60) Extreme value theory; extremal stochastic processes (60G70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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