Browsing Department of Mathematics by Author "Mtemeri, Nyika"
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A model of pension portfolios with salary and surplus process
Mtemeri, Nyika (University of the Western Cape, 2010)Essentially this project report is a discussion of mathematical modelling in pension funds, presenting sections from Cairns, A.J.D., Blake, D., Dowd, K., Stochastic lifestyling: Optimal dynamic asset allocation for defined ...