Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (Q5391298)
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scientific article; zbMATH DE number 5875042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities |
scientific article; zbMATH DE number 5875042 |
Statements
Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (English)
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6 April 2011
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pension funding problem
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regime switching
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geometric Brownian motion assets and liabilities
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optimal dividend problem
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