Optimal pension management in a stochastic framework.
type: Item
instance of: scholarly article
title: Optimal pension management in a stochastic framework.
zbMATH Open document ID: 1068.91028
author: Paolo Battocchio
author: Francesco Menoncin
published in: Insurance Mathematics \& Economics
publication date: 2004-05-27T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90B15
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 2067444
zbMATH Keywords: defined-contribution pension plan
zbMATH Keywords: salary risk
zbMATH Keywords: inflation risk
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2003.11.001
OpenAlex ID: W2067978582
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DOI: 10.1016/J.INSMATHECO.2003.11.001
description: scientific article; zbMATH DE number 2067444