Charles İ. NKEKI

OPTIMAL SURPLUS, MINIMUM PENSION BENEFITS AND CONSUMPTION PLANS IN A MEAN-VARIANCE PORTFOLIO APPROACH FOR A DEFINED CONTRIBUTION PENSION SCHEME

OPTIMAL SURPLUS, MINIMUM PENSION BENEFITS AND CONSUMPTION PLANS IN A MEAN-VARIANCE PORTFOLIO APPROACH FOR A DEFINED CONTRIBUTION PENSION SCHEME

Konuralp Journal of Mathematics

2015-Cilt: 3 - Sayı: 2

219-244

pension scheme, mean-variance, stochastic funding, dened contribution, ecient frontier, surplus, minimum pension benets, optimal consumption

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