Management Strategies for a Defined Contribution Pension Fund under the Hull-White Interest Rate Model
| Autor: | Lixin Song, Emmanuel Hagenimana, Patrick Kandege Mwanakatwe |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
021103 operations research
media_common.quotation_subject 0211 other engineering and technologies 02 engineering and technology Hull–White model Pension fund Stochastic programming Interest rate Short-rate model 0202 electrical engineering electronic engineering information engineering Econometrics Economics 020201 artificial intelligence & image processing media_common |
| Zdroj: | Proceedings of the 2017 International Conference on Applied Mathematics, Modeling and Simulation (AMMS 2017). |
| DOI: | 10.2991/amms-17.2017.53 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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