scientific article; zbMATH DE number 7710536

DOI10.3969/J.ISSN.1001-4268.2022.06.005MaRDI QIDQ6114221

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Publication date: 11 July 2023

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zbMATH Keywords

Heston modelmean-variance modelstochastic salaryDC pension planaffine interest rate model

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)

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Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Determining equivalent administrative charges for defined contribution pension plans under CEV model ⋮ Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework ⋮ The Management of Decumulation Risks in a Defined Contribution Pension Plan

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