The optimal rate of return for defined contribution pension systems in a stochastic framework Cover

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The optimal rate of return for defined contribution pension systems in a stochastic framework

Pure Mathematics and Applications

Volume 27 (2018): Issue 2 (August 2018)

By: Massimo Angrisani, Giovanni di Nella, Cinzia di Palo and Augusto Pianese

Open Access

|Sep 2018

Authors

Massimo Angrisani

massimo.angrisani@uniroma1.it

Department MEMOTEF, Sapienza University of Rome, Rome, Italy

Giovanni di Nella

giovannidinella@libero.it

Department of Economics and Law, University of Cassino and Southern Lazio, Cassino (FR), Italy

Cinzia di Palo

c.dipalo@unicas.it

Department of Economics and Law, University of Cassino and Southern Lazio, Cassino (FR), Italy

Augusto Pianese

pianese@unicas.it

Department of Economics and Law, University of Cassino and Southern Lazio, Cassino (FR), Italy

DOI: https://doi.org/10.1515/puma-2015-0023 | Journal eISSN: 1788-800X

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Language: English

Page range: 81 - 99

Submitted on: Sep 30, 2017

Published on: Sep 1, 2018

Published by: Corvinus University of Budapest

In partnership with: Paradigm Publishing Services

Publication frequency: 4 issues per year

Keywords:

defined contribution pension system,

logical sustainability model,

stochastic rates,

optimal rate of return

Related subjects:

Computer sciences,

Theoretical computer sciences,

Business and economics,

Mathematics and statistics for economists,

Differential equations and dynamical systems

© 2018 Massimo Angrisani, Giovanni di Nella, Cinzia di Palo, Augusto Pianese, published by Corvinus University of Budapest
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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