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Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund - MaRDI portal

Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund (Q5938016)

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scientific article; zbMATH DE number 1621406
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Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
scientific article; zbMATH DE number 1621406

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    Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund (English)
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    18 July 2001
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    pension fund
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    defined-contribution plans
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    optimization
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    stochastic interest rate
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    guarantee
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