Pension funding problem with regime-switching geometric Brownian motion assets and liabilities

Ping Chen, Hailiang Yang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Pension funding problem with regime-switching geometric Brownian motion assets and liabilities'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

Mathematics