The optimal rate of return for defined contribution pension systems in a stochastic framework

DOI10.1515/PUMA-2015-0023zbMath1449.91093OpenAlexW2741026575MaRDI QIDQ5218119

Giovanni di Nella, Massimo Angrisani, Augusto Pianese, Cinzia Di Palo

Publication date: 26 February 2020

Published in: Pure Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/puma-2015-0023

zbMATH Keywords

optimal rate of returnstochastic ratesdefined contribution pension systemlogical sustainability model

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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