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Browsing School of Mathematics, Statistics and Actuarial Science by Author "Johnstone, Kibabu Munywoki"

Browsing School of Mathematics, Statistics and Actuarial Science by Author "Johnstone, Kibabu Munywoki"

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  • Johnstone, Kibabu Munywoki (Maseno University, 2019)
    The issue that a pension fund manager faces is how to optimize his/her investment strategies. The question we solve is the optimal design of the minimum guarantee in a defined contribution pension Fund Scheme. We study ...

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