Pension funds with a minimum guarantee: a stochastic control approach
Year of publication: |
2011
|
---|---|
Authors: | Di Giacinto, Marina ; Federico, Salvatore ; Gozzi, Fausto |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 15.2011, 2, p. 297-343
|
Saved in:
Saved in favorites
Similar items by person
-
Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina, (2011)
-
Income drawdown option with minimum guarantee
Di Giacinto, Marina, (2014)
-
Constrained Portfolio Choices in the Decumulation Phase of a Pension Plan
Di Giacinto, Marina, (2010)
- More ...