Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time

Publisher: Cambridge University Press

E-ISSN: 1783-1350|30|1|19-55

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.30, Iss.1, 2000-05, pp. : 19-55

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Abstract

This paper discusses the modelling and control of pension funds.