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, .