Income drawdown option with minimum guarantee
Marina Di Diacinto; Salvatore Federico; Fausto Gozzi; Elena Vigna
| Year of publication: |
2014
|
|---|---|
| Authors: | Di Giacinto, Marina ; Federico, Salvatore ; Gozzi, Fausto ; Vigna, Elena |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 3 (1.5.), p. 610-624
|
| Subject: | Pension fund | Decumulation phase | Constrained portfolio | Stochastic optimal control | Dynamic programming | Hamilton-Jacobi-Bellmann equation | Pensionskasse | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010360497