A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
Ricardo Josa-Fombellida, Paula López-Casado
| Year of publication: |
2023
|
|---|---|
| Authors: | Josa-Fombellida, Ricardo ; López-Casado, Paula |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 310.2023, 3 (1.11.), p. 1294-1311
|
| Subject: | Finance | Markov perfect Nash equilibria | Pension funds management | Poisson jumps | Stochastic differential game | Pensionskasse | Pension fund | Stochastischer Prozess | Stochastic process | Spieltheorie | Game theory | Markov-Kette | Markov chain | Stochastisches Spiel | Stochastic game | Nash-Gleichgewicht | Nash equilibrium | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2023.04.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471166