Stochastic pension fund control in the presence of Poisson jumps (Q995505)
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scientific article; zbMATH DE number 5186581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic pension fund control in the presence of Poisson jumps |
scientific article; zbMATH DE number 5186581 |
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Stochastic pension fund control in the presence of Poisson jumps (English)
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3 September 2007
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defined-benefit pension funds
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jump-diffusion
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optimal asset allocation
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