A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
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Publication:6168580
DOI10.1016/j.ejor.2023.04.014OpenAlexW4364359869MaRDI QIDQ6168580
Ricardo Josa-Fombellida, Paula López-Casado
Publication date: 11 July 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2023.04.014
stochastic differential gamefinancePoisson jumpsMarkov perfect Nash equilibriapension funds management
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