Author:
Haberman Steven,Sung Joo-Ho
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference14 articles.
1. Introduction to Stochastic Control Theory;Aström,1970
2. Bertsekas, D.P. (1987). Dynamic Programming: Deterministic and Stochastic Models, Prentice-Hall Inc., Englewood Cliffs.
3. Optimizing investment and contribution policies of a defined benefit pension fund;Boulier,1996
4. Some notes on the dynamics and optimal control of stochastic pension fund models in continuous time;Cairns;ASTIN Bull.,2000
5. Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme;Haberman;Insurance: Math. Econ.,1994
Cited by
30 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献