Optimal pension investment problem with stochastic salary (Q2825057)
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scientific article; zbMATH DE number 6635481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal pension investment problem with stochastic salary |
scientific article; zbMATH DE number 6635481 |
Statements
6 October 2016
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mean-variance criterion
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stochastic differential games
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linear-quadratic control
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exponential utility
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investment
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Optimal pension investment problem with stochastic salary (English)
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