Income drawdown option with minimum guarantee
Year of publication: |
2014
|
---|---|
Authors: | Di Giacinto, Marina ; Federico, Salvatore ; Gozzi, Fausto ; Vigna, Elena |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 234.2014, 3, p. 610-624
|
Publisher: |
Elsevier |
Subject: | Pension fund | Decumulation phase | Constrained portfolio | Stochastic optimal control | Dynamic programming | Hamilton–Jacobi–Bellman equation |
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