Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
Work
Year: 2000
Type: article
Abstract: This paper discusses the modelling and control of pension funds. A continuous-time stochastic pension fund model is proposed in which there are n risky assets plus the risk-free asset as well as rand... more
Source: Astin Bulletin
Author Andrew J. G. Cairns
Cites: 29
Cited by: 173
Related to: 10
FWCI: 9.815
Citation percentile (by year/subfield): 99.98
Subfield: Demography
Field: Social Sciences
Domain: Social Sciences
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Open Access status: bronze