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Optimal investment management for a defined contribution pension fund under imperfect information - MaRDI portal

Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723)

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scientific article; zbMATH DE number 6858915
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Optimal investment management for a defined contribution pension fund under imperfect information
scientific article; zbMATH DE number 6858915

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    Optimal investment management for a defined contribution pension fund under imperfect information (English)
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    12 April 2018
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    imperfect information
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    hidden Markov model
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    stochastic salary
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    defined contribution pension fund
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    sufficient statistics
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