Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Funding and investment decisions in a stochastic defined benefit pension plan with regime switching |
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Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (English)
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8 August 2013
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regime switching
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pension
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defined benefit
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portfolio selection
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Hamilton-Jacobi-Bellman equation
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