Stochastic control of funding systems.
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Publication:1413320
DOI10.1016/S0167-6687(02)00107-5zbMath1055.91034MaRDI QIDQ1413320
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Related Items (6)
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings ⋮ Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes ⋮ Mean-variance portfolio and contribution selection in stochastic pension funding ⋮ Optimal risk management in defined benefit stochastic pension funds ⋮ Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework ⋮ Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo
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