Optimal pension management in a stochastic framework

Insurance: Mathematics and Economics

Volumn 34, Issue 1, 2004, Pages 79-95

  Battocchio, Paolo ^a   Menoncin, Francesco ^b  

^a UNIVERSITY OF TRIESTE   (Italy)

^b UNIVERSITY OF BRESCIA   (Italy)

Author keywords

Defined contribution pension plan; Hamilton Jacobi Bellman equation; Inflation risk; Salary risk; Stochastic optimal control

Indexed keywords

EID: 0842346911     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2003.11.001     Document Type: Article

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