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Oteng Keganneng

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#diffusion models Open access Sep 2026

A stochastic differential game between two hybrid pension fund managers under a jump-diffusion liability process

Background Hybrid defined contribution (DC) pension funds, combining fixed contributions with stochastic liability dynamics, face competitive pressures when members reallocate contributions to higher-performing funds. Methods We model two competing hybrid DC pension fund managers in a stochastic differential game. Liab...

Oteng Keganneng, Eriyoti Chikodza, Othusitse Basimanebotlhe · 0 citations

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