Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753)
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scientific article; zbMATH DE number 6119371
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes |
scientific article; zbMATH DE number 6119371 |
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Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (English)
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29 December 2012
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optimization in financial mathematics
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pension funding
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stochastic control
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Poisson process
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