Optimal pension management in a stochastic framework. (Q1430674)
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scientific article; zbMATH DE number 2067444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal pension management in a stochastic framework. |
scientific article; zbMATH DE number 2067444 |
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Optimal pension management in a stochastic framework. (English)
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27 May 2004
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defined-contribution pension plan
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salary risk
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inflation risk
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stochastic optimal control
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Hamilton-Jacobi-Bellman equation
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