Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary

Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time

Andrew J. G. Cairns · Astin Bulletin · 2000 · 172 citations · Full text

Business, Economics, Finance +17

Optimization over Time. Dynamic Programming and Stochastic Control. Volume 1

Lyn C. Thomas · Journal of the Operational Research Society · 1983 · 163 citations

Natural Sciences, Decision Sciences, Mathematics +16

Dynamic approaches to pension funding

Steven Haberman, Joo-Ho Sung · Insurance Mathematics and Economics · 1994 · 123 citations

Public Affairs, Economics, Public Finance +13

Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return

M. Iqbal Owadally, Steven Haberman · North American Actuarial Journal · 1999 · 41 citations

Social Sciences, Economics, Finance +17

Optimizing investment and contribution policies of a defined benefit pension fund

Jean‐François Boulier, Steven Michel, Wisnia · 1996 · 40 citations

Business, Economics, Finance +14