A comparison of optimal and dynamic control strategies for continuous-time pension fund models.

Research output: Contribution to conferencePaper

Original languageEnglish
Pages309-326
Number of pages18
Publication statusPublished - 1997
EventProceedings of the 7th International AFIR Colloquium - Cairns
Duration: 1 Aug 1997 → …

Conference

ConferenceProceedings of the 7th International AFIR Colloquium
CityCairns
Period1/08/97 → …

Cite this

Cairns, A. J. G. (1997). A comparison of optimal and dynamic control strategies for continuous-time pension fund models.. 309-326. Paper presented at Proceedings of the 7th International AFIR Colloquium, Cairns, .
Cairns, Andrew John George. / A comparison of optimal and dynamic control strategies for continuous-time pension fund models. Paper presented at Proceedings of the 7th International AFIR Colloquium, Cairns, .18 p.
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title = "A comparison of optimal and dynamic control strategies for continuous-time pension fund models.",
author = "Cairns, {Andrew John George}",
year = "1997",
language = "English",
pages = "309--326",
note = "Proceedings of the 7th International AFIR Colloquium ; Conference date: 01-08-1997",

}

Cairns, AJG 1997, 'A comparison of optimal and dynamic control strategies for continuous-time pension fund models.', Paper presented at Proceedings of the 7th International AFIR Colloquium, Cairns, 1/08/97 pp. 309-326.

A comparison of optimal and dynamic control strategies for continuous-time pension fund models. / Cairns, Andrew John George.

1997. 309-326 Paper presented at Proceedings of the 7th International AFIR Colloquium, Cairns, .

Research output: Contribution to conferencePaper

TY - CONF

T1 - A comparison of optimal and dynamic control strategies for continuous-time pension fund models.

AU - Cairns, Andrew John George

PY - 1997

Y1 - 1997

M3 - Paper

SP - 309

EP - 326

ER -

Cairns AJG. A comparison of optimal and dynamic control strategies for continuous-time pension fund models.. 1997. Paper presented at Proceedings of the 7th International AFIR Colloquium, Cairns, .