Discrete and continuous time methods of optimization in pension fund management

>Magister Scientiae - MSc === Pensions are essentially the only source of income for many retired workers. It is thus critical that the pension fund manager chooses the right type of plan for his/her workers.Every pension scheme follows its own set of rules when calculating the benefits of the fu...

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Bibliographic Details
Main Author: Muller, Grant Envar
Other Authors: Witbooi, Peter J.
Language:en
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/11394/3542