Analysis of a Stochastic Optimal Control for Pension Funds and Application to Investments in Lower Middle-Income Countries
One of the major problems faced in the management of pension funds and plan is how to allocate and control the future flow of contribution likewise the proportion of portfolio value and investments in risky assets. This work considers the management of a pension plan by means of a stochastic dynamic...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nigerian Society of Physical Sciences
2020-01-01
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| Series: | Journal of Nigerian Society of Physical Sciences |
| Subjects: | |
| Online Access: | https://journal.nsps.org.ng/index.php/jnsps/article/view/22 |