The Italian pension gap : a stochastic optimal control approach
Year of publication: |
June 2018
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Authors: | Milazzo, Alessandro ; Vigna, Elena |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 6.2018, 2, p. 1-20
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Subject: | pension reform | defined contribution pension scheme | net replacement ratio | stochastic optimal control | dynamic programming | Hamilton-Jacobi-Bellman equation | Bellman’s optimality principle | Kontrolltheorie | Control theory | Rentenreform | Pension reform | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Italien | Italy | Gesetzliche Rentenversicherung | Public pension system | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision | Private Altersvorsorge | Private retirement provision |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6020048 [DOI] hdl:10419/195840 [Handle] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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