Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund

DOI10.1016/S0167-6687(00)00073-1zbMath0976.91034MaRDI QIDQ5938016

Grégory Taillard, ShaoJuan Huang, Jean-François Boulier

Publication date: 18 July 2001

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

optimizationdefined-contribution plansguaranteepension fundstochastic interest rate

Mathematics Subject Classification ID

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