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Browsing Research Articles (Actuarial Science) by UP Author "Kufakunesu, Rodwell"
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Guambe, Calisto; Kufakunesu, Rodwell; Van Zyl, A.J. (Gusti); Beyers, Conrad F.J.
(Taylor and Francis, 2021)
We study an asset allocation stochastic problem for a defined-contribution pension plan during the accumulation phase. We consider a financial market composed of a risk-free asset, an inflation-linked bond and the risky ...