General Letters in Mathematics

Related Articles ( Optimal Investment Strategies )

On the Effect of Stochastic Extra Contribution on Optimal Investment Strategies for Stochastic Salary Under the Affine Interest Rate Model in a DC pension Fund

Bright O. Osu , Edikan E. Akpanibah , Njoku K. N. C

The essence of this research is to study the optimal investment strategy for a plan contributor in a defined contribution (DC) pension scheme, with stochastic salary and stochastic extra contribution, under the affine interest rate model. We considered the Nigerian Pension Reform Act of 2004 which allow ...

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