Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157)
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scientific article; zbMATH DE number 5645190
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates |
scientific article; zbMATH DE number 5645190 |
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Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (English)
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10 December 2009
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pension funds
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stochastic control
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optimal portfolio
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stochastic interest rate
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