Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu
| Year of publication: |
November 2017
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|---|---|
| Authors: | Njoku, K. N. C. ; Osu, Bright O. ; Akpanibah, Edikan E. ; Ujumadu, Rosemary N. |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 4, p. 821-833
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| Subject: | Stochastic Optimal Control | Defined Contribution Pension | Hamilton-Jacobi-Bellman Equitation | Affine Interest Rate | Extra Contribution | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Kontrolltheorie | Control theory | Pensionskasse | Pension fund | Private Altersvorsorge | Private retirement provision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2017.74043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011789083