Optimal risk management in defined benefit stochastic pension funds (Q977156)

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scientific article; zbMATH DE number 5723539
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English
Optimal risk management in defined benefit stochastic pension funds
scientific article; zbMATH DE number 5723539

    Statements

    Optimal risk management in defined benefit stochastic pension funds (English)
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    20 June 2010
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    Defined benefit pension fund
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    Contribution rate risk
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    Solvency risk
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    Asset allocation
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    Stochastic control
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