Optimal savings management for individuals with defined contribution pension plans
Year of publication: |
2015
|
---|---|
Authors: | Konicz, Agnieszka Karolina ; Mulvey, John M. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 243.2015, 1 (16.5.), p. 233-247
|
Subject: | Finance | Pensions | Utility theory | Stochastic programming | Stochastic optimal control | Sparen | Savings | Stochastischer Prozess | Stochastic process | Altersvorsorge | Retirement provision | Pensionskasse | Pension fund | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection | Betriebliche Altersversorgung | Occupational pension plan | Dynamische Optimierung | Dynamic programming | Private Altersvorsorge | Private retirement provision | Mathematische Optimierung | Mathematical programming |
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