Pension funds with a minimum guarantee : a stochastic control approach
Marina Di Giacinto; Salvatore Federico; Fausto Gozzi
| Year of publication: |
2011
|
|---|---|
| Authors: | Di Giacinto, Marina ; Federico, Salvatore ; Gozzi, Fausto |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 2, p. 297-342
|
| Subject: | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Kapitaleinkommen | Capital income | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| 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/10009159089