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Mathematical Model of a Degenerate-Pension Wealth Generation Strategies, with Constant Interest Rate: The Ito’ Product Law Approach

This research seeks to develop completely new formulations for portfolio management strategies, for Degenerate-pension wealth, in a DC Pension scheme, with constant interest rate, during the wealth accumulation stage. The Pension plan member (PPM) invested money in savings account (a risk-free asset), in mutual benefit account; the Nigerian Stanbic IBTC Bank’s Money market (a risk-less asset), and in Stock (a risky asset), under the Geometric Brownian Motion (GBM) model. Using the Ito’ Product Law, an Ordinary Stochastic Differential Equation, representing the evolution of the Degenerate-Pensi…

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	International journal of research and scientific innovation
Date	2026-01-01
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.51244/ijrsi.2026.1306000096
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W7166524006`

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Mathematical Model of a Degenerate-Pension Wealth Generation Strategies, with Constant Interest Rate: The Ito’ Product Law Approach. OpenAlex research, 2026. Vero Archive, record openalex:W7166524006.