An optimal portfolio problem of DC pension with input-delay and jump-diffusion process

DOI10.1155/2020/4343629zbMath1459.91188OpenAlexW3046374420MaRDI QIDQ2193347

Jinggui Gao, Weixiang Xu

Publication date: 25 August 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/4343629

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10) Actuarial mathematics (91G05)

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