Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes Articles uri icon

publication date

  • July 2012

start page

  • 404

end page

  • 413

issue

  • 2

volume

  • 220

international standard serial number (ISSN)

  • 0377-2217

electronic international standard serial number (EISSN)

  • 1872-6860

abstract

keywords

  • optimization in financial mathematics; pension funding; stochastic control; poisson process