Pension funds with a minimum guarantee: a stochastic control approach
Year of publication: |
2011
|
---|---|
Authors: | Giacinto, Marina Di ; Federico, Salvatore ; Gozzi, Fausto |
Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 2, p. 297-342
|
Publisher: |
Springer |
Subject: | Defined contribution pension fund | Minimum guarantee | Stochastic optimal control | Dynamic programming | Hamilton–Jacobi–Bellman equation | Viscosity solution |
-
Optimal dividends for a two-dimensional risk model with simultaneous ruin of both branches
Strietzel, Philipp Lukas, (2022)
-
Optimal portfolio selection in nonlinear arbitrage spreads
Alsayed, Hamad, (2013)
-
Income drawdown option with minimum guarantee
Di Giacinto, Marina, (2014)
- More ...
-
Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina, (2011)
-
Income drawdown option with minimum guarantee
Di Giacinto, Marina, (2014)
-
Income drawdown option with minimum guarantee
Giacinto, Marina Di, (2012)
- More ...