Dynamic stochastic accumulation model with application to pension savings management (Q5412691)
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scientific article; zbMATH DE number 6289194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic stochastic accumulation model with application to pension savings management |
scientific article; zbMATH DE number 6289194 |
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Dynamic stochastic accumulation model with application to pension savings management (English)
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25 April 2014
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dynamic stochastic programming
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funded pillar
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utility function
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Bellman equation
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Slovak pension system
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risk aversion
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pension portfolio simulations
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