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Showing 1 to 1 of 1 for “"Model of pension fund"”.

  1. A model of pension portfolios with salary and surplus process

    Essentially this project report is a discussion of mathematical modelling in pension funds, presenting sections from Cairns, A.J.D., Blake, D., Dowd, K., Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans, Journal of Economic Dynamics and Control, Volume …

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