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Stochastic Analysis and Applications Volume 25, 2007 - Issue 1
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Original Articles

Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo

Jing Xu School of Statistics, Renmin University of China, Beijing, P.R. China
,
D. Kannan Department of Mathematics, The University of Georgia, Athens, Georgia, USACorrespondence[email protected]
&
Bo Zhang School of Statistics, Renmin University of China, Beijing, P.R. China
Pages 201-236 | Received 16 Nov 2005, Accepted 08 Sep 2006, Published online: 15 Dec 2006

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