RT info:eu-repo/semantics/doctoralThesis
T1 Stochastic dynamic models for pension plan management
A1 López Casado, Paula
A2 Universidad de Valladolid. Escuela de Doctorado
K1 Fondo de pensiones
K1 Dynamic Programming
K1 Portfolio Optimization
K1 Stochastic Optimal Control
K1 Pension Plan
K1 53 Ciencias Económicas
AB This thesis presents a compendium of three research chapters that contribute to the understanding and optimization of pension fund management under different frameworks and uncertainty models. Each chapter addresses specific aspects of pension fund optimization, considering different pension plan structures, financial market dynamics, and decision-making objectives. Together, these three studies provide a comprehensive examination of pension fundmanagement under different structural and stochastic frameworks. By employing advanced mathematical techniques such as stochastic control, dynamic programming, and differential games, this thesis contributes to the understanding of optimal strategies for pension funds in uncertain financial environments.
YR 2025
FD 2025
LK https://uvadoc.uva.es/handle/10324/79918
UL https://uvadoc.uva.es/handle/10324/79918
LA eng
NO Escuela de Doctorado
DS UVaDOC
RD 09-ene-2026