PERBANDINGAN ANTARA STRATEGI KONTROL OPTIMUM DAN KONTROL DINAMIK UNTUK PEMODELAN DANA PENSIUN DENGAN WAKTU KONTINU
<b>Abstract:<p align=\"justify\"> <br /> This paper discusses the modelling and control of pension funds. A continous-time stochastic pension fund model is proposed in which there are n risky assets plus the risk-free asset as well as randomness in the level of benefit o...
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Format: | Theses |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/5184 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |