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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Bibliographic Details
Main Author: Hariman Sanoe, Y.E.
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/5184
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Institution: Institut Teknologi Bandung
Language: Indonesia