Optimal savings management for individuals with defined contribution pension plans
Year of publication: |
2015
|
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Authors: | Konicz, Agnieszka Karolina ; Mulvey, John M. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 243.2015, 1 (16.5.), p. 233-247
|
Subject: | Finance | Pensions | Utility theory | Stochastic programming | Stochastic optimal control | Sparen | Savings | Stochastischer Prozess | Stochastic process | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Kontrolltheorie | Control theory | Betriebliche Altersversorgung | Occupational pension plan | Mathematische Optimierung | Mathematical programming | Private Altersvorsorge | Private retirement provision |
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