On the Effect of Stochastic Extra Contribution on Optimal Investment Strategies for Stochastic Salary Under the Affine Interest Rate Model in a DC pension Fund
The essence of this research is to study the optimal investment strategy for a plan contributor in a defined contribution (DC) pension scheme, with stochastic salary and stochastic extra contribution, under the affine interest rate model. We considered the Nigerian Pension Reform Act of 2004 which a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Refaad
2017-06-01
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| Series: | General Letters in Mathematics |
| Subjects: | |
| Online Access: | http://www.refaad.com/Files/GLM/GLM-2-3-5.pdf |