Dynamic Stochastic Accumulation Model With Application to Pension Savings Management

Igor Melicherčik, and Daniel Ševčovič. "Dynamic Stochastic Accumulation Model With Application to Pension Savings Management." The Yugoslav Journal of Operations Research 20.39 (2010): 1-24. <http://eudml.org/doc/261443>.

@article{IgorMelicherčik2010,
author = {Igor Melicherčik, Daniel Ševčovič},
journal = {The Yugoslav Journal of Operations Research},
keywords = {dynamic stochastic programming; funded pillar; utility function; Bellman equation; Slovak pension system; risk aversion; pension portfolio simulations},
language = {eng},
number = {39},
pages = {1-24},
publisher = {Faculty of Organizational Sciences},
title = {Dynamic Stochastic Accumulation Model With Application to Pension Savings Management},
url = {http://eudml.org/doc/261443},
volume = {20},
year = {2010},
}

TY - JOUR
AU - Igor Melicherčik
AU - Daniel Ševčovič
TI - Dynamic Stochastic Accumulation Model With Application to Pension Savings Management
JO - The Yugoslav Journal of Operations Research
PY - 2010
PB - Faculty of Organizational Sciences
VL - 20
IS - 39
SP - 1
EP - 24
LA - eng
KW - dynamic stochastic programming; funded pillar; utility function; Bellman equation; Slovak pension system; risk aversion; pension portfolio simulations
UR - http://eudml.org/doc/261443
ER -